As of: 30-Mar-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 41,359 1.40000 1.50500 1.48000 1.47506 41,359 41,359 T/N 0 0.00000 0.00000 0.00000 0.00000 1,500 1,500 Call 0 0.00000 0.00000 0.00000 0.00000 0 0 Total 42,359 0.00000 0.00000 0.00000 0.00000 43,859 43,859 less than 1 month (not incl. of O/N,T/N,call)1/ 5,400 1.49500 1.50500 1.49500 1.50056 22,200 23,900 1 month 2/ 0 0.00000 0.00000 0.00000 0.00000 2,000 5,000 2 month 3/ 500 1.54500 1.54500 1.54500 1.54500 2,950 6,450 3 month 4/ 1,215 1.56500 1.60000 1.60000 1.58809 15,705 7,505 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 7,115 0.00000 0.00000 0.00000 0.00000 44,855 44,855 Grand Total 49,474 1.40000 1.60000 1.48000 1.48203 88,714 88,714 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand