As of: 13-Jun-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 33,661 1.40000 1.50500 1.40000 1.46546 33,661 33,661 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 33,661 0.00000 0.00000 0.00000 0.00000 33,661 33,661 less than 1 month (not incl. of O/N,T/N,call)1/ 2,600.0 1.48000 1.51000 1.51000 1.49625 20,540 29,145 1 month 2/ 0.0000 0.00000 0.00000 0.00000 0.00000 2,000.0 300.00 2 month 3/ 0.0000 0.00000 0.00000 0.00000 0.00000 1,100.0 6,785 3 month 4/ 0.0000 0.00000 0.00000 0.00000 0.00000 13,770 4,180 6 month 5/ 0.0000 0.00000 0.00000 0.00000 0.00000 5,500.0 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 2,600 0.00000 0.00000 0.00000 0.00000 42,910 42,910 Grand Total 36,261 1.40000 1.51000 1.40000 1.46767 76,571 76,571 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand