As of: 18-May-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 45,645 1.40000 1.50500 1.40000 1.45116 45,645 45,645 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 45,645 0.00000 0.00000 0.00000 0.00000 45,645 45,645 less than 1 month (not incl. of O/N,T/N,call)1/ 1,260 1.49000 1.49500 n.a. 1.49250 14,300 20,100 1 month 2/ 0 0.00000 0.00000 0.00000 0.00000 2,000 3,000 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 2,100 5,905 3 month 4/ 0 0.00000 0.00000 0.00000 0.00000 14,590 5,985 6 month 5/ 0 0.00000 0.00000 0.00000 0.00000 4,000 2,000 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 1,260 0.00000 0.00000 0.00000 0.00000 36,990 36,990 Grand Total 46,905 1.40000 1.50500 1.40000 1.45227 82,635 82,635 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand