As of: 28-Jun-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 53,303 1.40000 1.51000 1.40000 1.46065 53,303 53,303 T/N 1,000.0000 1.50000 1.50000 1.50000 1.50000 0.0000 0.0000 Call 0.0000 0.00000 0.00000 0.00000 0.00000 0.0000 0.0000 Total 54,303 0.00000 0.00000 0.00000 0.00000 53,303 53,303 less than 1 month (not incl. of O/N,T/N,call)1/ 3,000 1.51000 1.51500 1.51000 1.51167 10,940 14,845 1 month 2/ 0.0000 0.00000 0.00000 0.00000 0.00000 0.0000 5,285 2 month 3/ 5,500 1.53500 1.53500 1.53500 1.53500 11,100.0 13,680 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 8,500 0.00000 0.00000 0.00000 0.00000 39,310 39,310 Grand Total 62,803 1.40000 1.53500 1.40000 1.47022 92,613 92,613 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand