As of: 03-May-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 46,550 1.40000 1.50000 1.40000 1.46213 46,550 46,550 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 46,550 0.00000 0.00000 0.00000 0.00000 46,550 46,550 less than 1 month (not incl. of O/N,T/N,call)1/ 1,000 1.48500 1.49500 n.a. 1.49000 15,040 18,990 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 2,950 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 1,000 0.00000 0.00000 0.00000 0.00000 36,580 36,580 Grand Total 47,550 1.40000 1.50000 1.40000 1.46271 83,130 83,130 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand