As of: 05-Jun-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 56,139 1.40000 1.51000 1.40000 1.46843 56,139 56,139 T/N 1,000.0000 1.51000 1.51000 1.51000 1.51000 0.0000 0.0000 Call 0.0000 0.00000 0.00000 0.00000 0.00000 0.0000 0.0000 Total 57,139 0.00000 0.00000 0.00000 0.00000 56,139 56,139 less than 1 month (not incl. of O/N,T/N,call)1/ 4,500 1.49500 1.51000 1.51000 1.50333 19,190 30,095 1 month 2/ 0.0000 0.00000 0.00000 0.00000 0.00000 2,000 200 2 month 3/ 0.0000 0.00000 0.00000 0.00000 0.00000 1,100 6,585 3 month 4/ 0.0000 0.00000 0.00000 0.00000 0.00000 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 4,500 0.00000 0.00000 0.00000 0.00000 42,060 42,060 Grand Total 61,639 1.40000 1.51000 1.40000 1.47165 98,199 98,199 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand