As of: 09-May-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 39,760 1.40000 1.50000 1.40000 1.46699 39,760 39,760 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 39,760 0.00000 0.00000 0.00000 0.00000 39,760 39,760 less than 1 month (not incl. of O/N,T/N,call)1/ 4,000 1.49500 1.49500 1.49500 1.49500 13,940 19,990 1 month 2/ 0 0.00000 0.00000 0.00000 0.00000 0 2,500 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 2,550 6,605 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 4,000 0.00000 0.00000 0.00000 0.00000 35,080 35,080 Grand Total 43,760 1.40000 1.50000 1.40000 1.46955 74,840 74,840 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand