As of: 31-May-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 44,415 1.40000 1.51000 1.40000 1.47098 44,415 44,415 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 44,415 0.00000 0.00000 0.00000 0.00000 44,415 44,415 less than 1 month (not incl. of O/N,T/N,call)1/ 600.0000 1.49500 1.49500 1.49500 1.49500 2,100 8,100 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/ 0.0000 0.00000 0.00000 0.00000 0.00000 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 600.0000 0.00000 0.00000 0.00000 0.00000 24,470 24,470 Grand Total 45,015 1.40000 1.51000 1.40000 1.47130 68,885 68,885 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand