As of: 25-May-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 48,259 1.40000 1.51000 1.40000 1.46621 48,259 48,259 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 48,259 0.00000 0.00000 0.00000 0.00000 48,259 48,259 less than 1 month (not incl. of O/N,T/N,call)1/ 1,000 1.49500 1.50000 n.a. 1.49750 13,305 20,805 1 month 2/ 0 0.00000 0.00000 0.00000 0.00000 2,000 5,905 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 1,600 3,800 3 month 4/ 500 1.59500 1.59500 1.59500 1.59500 15,390 3,785 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 1,500 0.00000 0.00000 0.00000 0.00000 36,295 36,295 Grand Total 49,759 1.40000 1.59500 1.40000 1.46813 84,554 84,554 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand