As of: 30-May-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 61,070 1.40000 1.51000 1.40000 1.46272 61,070 61,070 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 61,070 0.00000 0.00000 0.00000 0.00000 61,070 61,070 less than 1 month (not incl. of O/N,T/N,call)1/ 1,500 1.49500 1.51000 1.51000 1.50500 10,240 16,240 1 month 2/ 0.0000 0.00000 0.00000 0.00000 0.00000 2,000 5,605 2 month 3/ 0.0000 0.00000 0.00000 0.00000 0.00000 1,600 5,585 3 month 4/ 180 1.58000 1.58000 1.58000 1.58000 14,770 3,180 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 1,680 0.00000 0.00000 0.00000 0.00000 32,610 32,610 Grand Total 62,750 1.40000 1.58000 1.40000 1.46407 93,680 93,680 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand