As of: 14-Jun-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 38,641 1.40000 1.51000 1.40000 1.44699 38,641 38,641 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 38,641 0.00000 0.00000 0.00000 0.00000 38,641 38,641 less than 1 month (not incl. of O/N,T/N,call)1/ 1,850 1.49000 1.49500 1.49500 1.49324 20,090 26,695 1 month 2/ 0.0000 0.00000 0.00000 0.00000 0.00000 0.0000 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 1,850 0.00000 0.00000 0.00000 0.00000 40,460 40,460 Grand Total 40,491 1.40000 1.51000 1.40000 1.44911 79,101 79,101 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand