As of: 23-May-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 42,024 1.40000 1.51000 1.40000 1.45588 42,024 42,024 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 42,024 0.00000 0.00000 0.00000 0.00000 42,024 42,024 less than 1 month (not incl. of O/N,T/N,call)1/ 5,900 1.49000 1.50000 1.49500 1.49593 13,220 20,720 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 7,205 3 month 4/ 300 1.59000 1.59000 1.59000 1.59000 14,890 3,285 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 6,200 0.00000 0.00000 0.00000 0.00000 36,210 36,210 Grand Total 48,224 1.40000 1.59000 1.40000 1.46161 78,234 78,234 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand