As of: 19-Jul-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 41,254 1.40000 1.51000 1.50000 1.47865 41,254 41,254 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 41,254 0.00000 0.00000 0.00000 0.00000 41,254 41,254 less than 1 month (not incl. of O/N,T/N,call)1/ 5,100 1.48000 1.51000 1.50000 1.50333 11,550 30,825 1 month 2/ 0.0000 0.00000 0.00000 0.00000 0.00000 4,490 300.000 2 month 3/ 0.0000 0.00000 0.00000 0.00000 0.00000 10,800 8,780 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 5,100 0.00000 0.00000 0.00000 0.00000 45,295 45,295 Grand Total 46,354 1.40000 1.51000 1.50000 1.48137 86,549 86,549 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand