As of: 29-Mar-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 52,275 1.40000 1.50000 1.40000 1.46126 52,275 52,275 T/N 1,500 1.49000 1.49000 1.49000 1.49000 0 0 Call 0 0.00000 0.00000 0.00000 0.00000 0 0 Total 53,775 0.00000 0.00000 0.00000 0.00000 52,275 52,275 less than 1 month (not incl. of O/N,T/N,call)1/ 11,800 1.49500 1.51500 1.51500 1.50983 25,000 26,200 1 month 2/ 2,000 1.48000 1.49000 1.49000 1.48600 2,000 5,500 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 2,450 5,950 3 month 4/ 1,290 1.59000 1.60000 1.59000 1.59388 14,490 6,290 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 15,090 0.00000 0.00000 0.00000 0.00000 45,940 45,940 Grand Total 68,865 1.40000 1.60000 1.40000 1.47341 98,215 98,215 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand