As of: 21-Jun-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 46,732 1.40000 1.50500 1.40000 1.47713 46,732 46,732 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 46,732 0.00000 0.00000 0.00000 0.00000 46,732 46,732 less than 1 month (not incl. of O/N,T/N,call)1/ 5,490 1.45000 1.49500 1.49000 1.47978 16,940 23,045 1 month 2/ 0.0000 0.00000 0.00000 0.00000 0.00000 0.0000 3,600 2 month 3/ 0.0000 0.00000 0.00000 0.00000 0.00000 1,100 4,285 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 5,490 0.00000 0.00000 0.00000 0.00000 37,810 37,810 Grand Total 52,222 1.40000 1.50500 1.40000 1.47741 84,542 84,542 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand