As of: 03-Jul-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 47,142 1.40000 1.50500 1.40000 1.45507 47,142 47,142 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 47,142 0.00000 0.00000 0.00000 0.00000 47,142 47,142 less than 1 month (not incl. of O/N,T/N,call)1/ 0.0000 0.00000 0.00000 0.00000 0.00000 9,250 12,850 1 month 2/ 0.0000 0.00000 0.00000 0.00000 0.00000 4,490 14,475 2 month 3/ 0.0000 0.00000 0.00000 0.00000 0.00000 11,100 9,580 3 month 4/ 490.00 1.58000 1.60000 1.58000 1.58816 11,955 3,890 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 490.00 0.00000 0.00000 0.00000 0.00000 43,295 43,295 Grand Total 47,632 1.40000 1.60000 1.40000 1.45644 90,437 90,437 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand