As of: 25-Jun-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 49,390 1.40000 1.50500 1.50000 1.46882 49,390 49,390 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 49,390 0.00000 0.00000 0.00000 0.00000 49,390 49,390 less than 1 month (not incl. of O/N,T/N,call)1/ 1,000.0 1.48000 1.48000 1.48000 1.48000 14,940 18,845 1 month 2/ 0.0000 0.00000 0.00000 0.00000 0.00000 0.0000 3,300 2 month 3/ 1,000.0000 1.55000 1.70000 n.a. 1.62500 2,100.0 6,485 3 month 4/ 0.0000 0.00000 0.00000 0.00000 0.00000 10,770 3,180 6 month 5/ 0.0000 0.00000 0.00000 0.00000 0.00000 6,500 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 2,000 0.00000 0.00000 0.00000 0.00000 34,310 34,310 Grand Total 51,390 1.40000 1.70000 1.50000 1.47208 83,700 83,700 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand