As of: 20-Jul-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 39,434 1.40000 1.51000 1.40000 1.46709 39,434 39,434 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 39,434 0.00000 0.00000 0.00000 0.00000 39,434 39,434 less than 1 month (not incl. of O/N,T/N,call)1/ 1,870 1.48000 1.49500 1.48000 1.48698 13,420 32,695 1 month 2/ 0.0000 0.00000 0.00000 0.00000 0.00000 4,490 1,300 2 month 3/ 0.0000 0.00000 0.00000 0.00000 0.00000 10,800 7,780 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 1,870 0.00000 0.00000 0.00000 0.00000 47,165 47,165 Grand Total 41,304 1.40000 1.51000 1.40000 1.46799 86,599 86,599 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand