As of: 20-Jun-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 37,294 1.40000 1.51000 1.40000 1.47589 37,294 37,294 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 37,294 0.00000 0.00000 0.00000 0.00000 37,294 37,294 less than 1 month (not incl. of O/N,T/N,call)1/ 3,950.0 1.48000 1.49500 1.48000 1.48696 12,155 18,260 1 month 2/ 0.0000 0.00000 0.00000 0.00000 0.00000 0.0000 1,300 2 month 3/ 0.0000 0.00000 0.00000 0.00000 0.00000 1,100.0 6,585 3 month 4/ 0.0000 0.00000 0.00000 0.00000 0.00000 13,270 3,380 6 month 5/ 0.0000 0.00000 0.00000 0.00000 0.00000 6,500 3,500 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 3,950 0.00000 0.00000 0.00000 0.00000 33,025 33,025 Grand Total 41,244 1.40000 1.51000 1.48000 1.47695 70,319 70,319 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand