As of: 26-Jun-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 44,528 1.40000 1.51000 1.40000 1.46784 44,528 44,528 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 44,528 0.00000 0.00000 0.00000 0.00000 44,528 44,528 less than 1 month (not incl. of O/N,T/N,call)1/ 650.0 1.48000 1.48000 1.48000 1.48000 11,090 14,995 1 month 2/ 0.0000 0.00000 0.00000 0.00000 0.00000 0.0000 5,285 2 month 3/ 1,000 1.55000 1.55000 1.55000 1.55000 3,100.0 5,680 3 month 4/ 0.0000 0.00000 0.00000 0.00000 0.00000 10,770 3,000 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 1,650 0.00000 0.00000 0.00000 0.00000 31,460 31,460 Grand Total 46,178 1.40000 1.55000 1.40000 1.46980 75,988 75,988 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand