As of: 01-Jun-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 47,463 1.40000 1.50500 1.40000 1.45792 47,463 47,463 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 47,463 0.00000 0.00000 0.00000 0.00000 47,463 47,463 less than 1 month (not incl. of O/N,T/N,call)1/ 14,940 1.45000 1.50000 1.49500 1.48845 16,540 24,040 1 month 2/ 0.0000 0.00000 0.00000 0.00000 0.00000 2,000 3,605 2 month 3/ 0.0000 0.00000 0.00000 0.00000 0.00000 1,100 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 14,940 0.00000 0.00000 0.00000 0.00000 38,410 38,410 Grand Total 62,403 1.40000 1.50500 1.40000 1.46523 85,873 85,873 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand