As of: 04-Jun-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 49,430 1.40000 1.50500 1.40000 1.46135 49,430 49,430 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 49,430 0.00000 0.00000 0.00000 0.00000 49,430 49,430 less than 1 month (not incl. of O/N,T/N,call)1/ 3,250 1.48000 1.49500 1.49500 1.49062 19,190 26,690 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 6,585 3 month 4/ 1,000 1.57000 1.58000 1.57000 1.57400 15,770 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 4,250 0.00000 0.00000 0.00000 0.00000 42,060 42,060 Grand Total 53,680 1.40000 1.58000 1.40000 1.46522 91,490 91,490 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand