As of: 24-Jul-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 40,264 1.40000 1.51000 1.40000 1.45553 40,264 40,264 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 40,264 0.00000 0.00000 0.00000 0.00000 40,264 40,264 less than 1 month (not incl. of O/N,T/N,call)1/ 450.00 1.49500 1.49500 1.49500 1.49500 8,180 26,855 1 month 2/ 0.0000 0.00000 0.00000 0.00000 0.00000 4,490 3,000 2 month 3/ 0.0000 0.00000 0.00000 0.00000 0.00000 10,500 6,080 3 month 4/ 0.0000 0.00000 0.00000 0.00000 0.00000 11,655 3,890 6 month 5/ 0.0000 0.00000 0.00000 0.00000 0.00000 6,500 1,500 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 450.00 0.00000 0.00000 0.00000 0.00000 41,325 41,325 Grand Total 40,714 1.40000 1.51000 1.40000 1.45596 81,589 81,589 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand