As of: 06-Jun-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 40,403 1.40000 1.50500 1.40000 1.46799 40,403 40,403 T/N 0.0000 0.00000 0.00000 0.00000 0.00000 1,000.00 1,000.00 Call 0.0000 0.00000 0.00000 0.00000 0.00000 0.0000 0.0000 Total 40,403 0.00000 0.00000 0.00000 0.00000 41,403 41,403 less than 1 month (not incl. of O/N,T/N,call)1/ 4,600 1.49500 1.52000 1.52000 1.51239 20,290 30,195 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 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 4,600 0.00000 0.00000 0.00000 0.00000 42,160 42,160 Grand Total 45,003 1.40000 1.52000 1.40000 1.47253 83,563 83,563 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand