As of: 18-Jul-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 39,158 1.40000 1.51000 1.49000 1.47472 39,158 39,158 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 39,158 0.00000 0.00000 0.00000 0.00000 39,158 39,158 less than 1 month (not incl. of O/N,T/N,call)1/ 1,000 1.49500 1.49500 1.49500 1.49500 8,950 28,225 1 month 2/ 0.0000 0.00000 0.00000 0.00000 0.00000 4,490 0.000 2 month 3/ 0.0000 0.00000 0.00000 0.00000 0.00000 10,800 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 1,000 0.00000 0.00000 0.00000 0.00000 42,695 42,695 Grand Total 40,158 1.40000 1.51000 1.49000 1.47523 81,853 81,853 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand