As of: 23-Mar-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 53,456 1.40000 1.50000 1.40000 1.45946 53,456 53,456 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 53,456 0.00000 0.00000 0.00000 0.00000 53,956 53,956 less than 1 month (not incl. of O/N,T/N,call)1/ 1,000 1.49500 1.49500 1.49500 1.49500 20,045 32,685 1 month 2/ 0 0.00000 0.00000 0.00000 0.00000 4,250 1,900 2 month 3/ 500 1.54500 1.54500 1.54500 1.54500 2,450 6,250 3 month 4/ 500 1.59500 1.59500 1.59500 1.59500 19,090 5,000 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 2,000 0.00000 0.00000 0.00000 0.00000 47,835 47,835 Grand Total 55,456 1.40000 1.59500 1.40000 1.46209 101,791 101,791 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand