As of: 28-May-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 45,080 1.40000 1.51000 1.40000 1.46130 45,080 45,080 T/N 0.0000 0.00000 0.00000 0.00000 0.00000 0.0000 0.0000 Call 0.0000 0.00000 0.00000 0.00000 0.00000 0.0000 0.0000 Total 45,080 0.00000 0.00000 0.00000 0.00000 45,080 45,080 less than 1 month (not incl. of O/N,T/N,call)1/ 0.0000 0.00000 0.00000 0.00000 0.00000 12,040 17,540 1 month 2/ 0.0000 0.00000 0.00000 0.00000 0.00000 2,000 6,105 2 month 3/ 0.0000 0.00000 0.00000 0.00000 0.00000 1,600 5,585 3 month 4/ 1,200 1.58000 1.61000 1.61000 1.59750 14,590 3,000 6 month 5/ 0.0000 0.00000 0.00000 0.00000 0.00000 4,000 2,000 9 month 6/ 0.0000 0.00000 0.00000 0.00000 0.00000 0.0000 0.0000 12 month 7/ 0.0000 0.00000 0.00000 0.00000 0.00000 0.0000 0.0000 Total Term Transactions 1,200 0.00000 0.00000 0.00000 0.00000 34,230 34,230 Grand Total 46,280 1.40000 1.61000 1.40000 1.46483 79,310 79,310 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand