As of: 11-Jun-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 38,900 1.40000 1.50500 1.40000 1.46857 38,900 38,900 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 38,900 0.00000 0.00000 0.00000 0.00000 38,900 38,900 less than 1 month (not incl. of O/N,T/N,call)1/ 2,370 1.49000 1.51500 1.49000 1.50160 23,180 31,785 1 month 2/ 0.0000 0.00000 0.00000 0.00000 0.00000 2,000 300.00 2 month 3/ 0.0000 0.00000 0.00000 0.00000 0.00000 1,100 6,785 3 month 4/ 0.0000 0.00000 0.00000 0.00000 0.00000 13,770 4,180 6 month 5/ 1,5000 1.75000 1.75000 1.75000 1.75000 5,500 2,500 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 3,870 0.00000 0.00000 0.00000 0.00000 45,550 45,550 Grand Total 42,770 1.40000 1.75000 1.40000 1.48027 84,450 84,450 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand