As of: 19-Mar-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 49,866 1.40000 1.50000 1.40000 1.47001 49,866 49,866 T/N 0 0.00000 0.00000 0.00000 0.00000 0 0 Call 0 0.00000 0.00000 0.00000 0.00000 500 500 Total 49,866 0.00000 0.00000 0.00000 0.00000 50,366 50,366 less than 1 month (not incl. of O/N,T/N,call)1/ 4,455 1.48500 1.50000 1.49500 1.49242 15,845 31,085 1 month 2/ 0 0.00000 0.00000 0.00000 0.00000 4,250 1,200 2 month 3/ 150 1.59000 1.59000 1.59000 1.59000 2,650 6,150 3 month 4/ 0 0.00000 0.00000 0.00000 0.00000 20,190 4,500 6 month 5/ 0 0.00000 0.00000 0.00000 0.00000 2,000 2,000 9 month 6/ 0 0.00000 0.00000 0.00000 0.00000 0 0 12 month 7/ 0 0.00000 0.00000 0.00000 0.00000 0 0 Total Term Transactions 4,605 0.00000 0.00000 0.00000 0.00000 44,935 44,935 Grand Total 54,471 1.40000 1.59000 1.40000 1.47217 95,301 95,301 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand