As of: 09-Jul-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 42,077 1.40000 1.50500 1.40000 1.46775 42,077 42,077 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 42,077 0.00000 0.00000 0.00000 0.00000 42,077 42,077 less than 1 month (not incl. of O/N,T/N,call)1/ 1,890 1.49000 1.50000 1.49000 1.49339 6,090 16,165 1 month 2/ 0.0000 0.00000 0.00000 0.00000 0.00000 4,490 9,500 2 month 3/ 0.0000 0.00000 0.00000 0.00000 0.00000 11,100 9,080 3 month 4/ 0.0000 0.00000 0.00000 0.00000 0.00000 11,955 2,890 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 1,890 0.00000 0.00000 0.00000 0.00000 40,135 40,135 Grand Total 43,967 1.40000 1.50500 1.40000 1.46885 82,212 82,212 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand