As of: 29-Jun-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 31,414 1.40000 1.51000 1.40000 1.46520 31,414 31,414 T/N 0.0000 0.00000 0.00000 0.00000 0.00000 1,000 1,000 Call 0.0000 0.00000 0.00000 0.00000 0.00000 0.0000 0.0000 Total 31,414 0.00000 0.00000 0.00000 0.00000 32,414 32,414 less than 1 month (not incl. of O/N,T/N,call)1/ 4,000 1.51000 1.51000 1.51000 1.51000 7,000 8,100 1 month 2/ 0.0000 0.00000 0.00000 0.00000 0.00000 0.0000 9,185 2 month 3/ 0.0000 0.00000 0.00000 0.00000 0.00000 11,100 9,180 3 month 4/ 4,300 1.54000 1.60500 1.54000 1.55965 11,665 7,300 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 8,300 0.00000 0.00000 0.00000 0.00000 36,265 36,265 Grand Total 39,714 1.40000 1.60500 1.40000 1.47994 68,679 68,679 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand