As of: 11-Jul-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 45,485 1.40000 1.50500 1.49000 1.47522 45,485 45,485 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 45,485 0.00000 0.00000 0.00000 0.00000 45,485 45,485 less than 1 month (not incl. of O/N,T/N,call)1/ 1,880 1.49500 1.50000 1.50000 1.49766 9,670 24,245 1 month 2/ 0.0000 0.00000 0.00000 0.00000 0.00000 4,490 5,000 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 1,880 0.00000 0.00000 0.00000 0.00000 43,715 43,715 Grand Total 47,365 1.40000 1.50500 1.49000 1.47611 89,200 89,200 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand