As of: 02-Jul-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 50,532 1.40000 1.50500 1.40000 1.45884 50,532 50,532 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 50,532 0.00000 0.00000 0.00000 0.00000 50,532 50,532 less than 1 month (not incl. of O/N,T/N,call)1/ 5,250 1.47000 1.50000 1.49000 1.48886 10,250 13,850 1 month 2/ 4,490 1.45000 1.49500 1.47000 1.47751 4,490 14,475 2 month 3/ 0.0000 0.00000 0.00000 0.00000 0.00000 11,100 9,580 3 month 4/ 0.0000 0.00000 0.00000 0.00000 0.00000 11,465 3,400 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 9,740 0.00000 0.00000 0.00000 0.00000 43,805 43,805 Grand Total 60,272 1.40000 1.50500 1.40000 1.46285 94,337 94,337 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand