As of: 04-Apr-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 39,650 1.40000 1.51000 1.40000 1.46631 39,650 39,650 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 39,650 0.00000 0.00000 0.00000 0.00000 39,650 39,650 less than 1 month (not incl. of O/N,T/N,call)1/ 7,670 1.49000 1.49500 1.49500 1.49370 28,645 36,385 1 month 2/ 0 0.00000 0.00000 0.00000 0.00000 5,340 2,700 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 2,950 7,050 3 month 4/ 0 0.00000 0.00000 0.00000 0.00000 15,705 6,505 6 month 5/ 0 0.00000 0.00000 0.00000 0.00000 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 7,670 0.00000 0.00000 0.00000 0.00000 55,640 55,640 Grand Total 47,320 1.40000 1.51000 1.40000 1.47074 95,290 95,290 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand