As of: 02-Apr-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 57,355 1.40000 1.52000 1.40000 1.45635 57,355 57,355 T/N 0 0.00000 0.00000 0.00000 0.00000 0 0 Call 0 0.00000 0.00000 0.00000 0.00000 0 0 Total 57,355 0.00000 0.00000 0.00000 0.00000 57,355 57,355 less than 1 month (not incl. of O/N,T/N,call)1/ 11,195 1.48000 1.51000 1.49500 1.49076 30,095 32,495 1 month 2/ 3,340 1.45000 1.49500 1.48000 1.47201 5,340 7,640 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 2,950 7,450 3 month 4/ 0 0.00000 0.00000 0.00000 0.00000 15,705 6,505 6 month 5/ 1,000 1.75000 1.75000 1.75000 1.75000 3,000 3,000 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 15,535 0.00000 0.00000 0.00000 0.00000 57,090 57,090 Grand Total 72,890 1.40000 1.75000 1.40000 1.46638 114,445 114,445 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand