As of: 02-May-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 53,371 1.40000 1.50000 1.40000 1.46629 53,371 53,371 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 53,371 0.00000 0.00000 0.00000 0.00000 53,371 53,371 less than 1 month (not incl. of O/N,T/N,call)1/ 11,040 1.45000 1.52000 1.49500 1.48931 15,540 19,990 1 month 2/ 0 0.00000 0.00000 0.00000 0.00000 0 3,500 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 3,450 8,105 3 month 4/ 0 0.00000 0.00000 0.00000 0.00000 15,590 4,985 6 month 5/ 0 0.00000 0.00000 0.00000 0.00000 3,000 1,000 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 11,040 0.00000 0.00000 0.00000 0.00000 37,580 37,580 Grand Total 64,411 1.40000 1.52000 1.48000 1.47023 90,951 90,951 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand