As of: 05-Apr-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 40,193 1.40000 1.50000 1.40000 1.46853 40,193 40,193 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 40,193 0.00000 0.00000 0.00000 0.00000 40,193 40,193 less than 1 month (not incl. of O/N,T/N,call)1/ 1,500 1.48500 1.48500 1.48500 1.48500 19,970 27,710 1 month 2/ 0 0.00000 0.00000 0.00000 0.00000 5,340 3,000 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 2,950 6,750 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 1,500 0.00000 0.00000 0.00000 0.00000 46,965 46,965 Grand Total 41,693 1.40000 1.50000 1.40000 1.46913 87,158 87,158 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand