As of: 26-Jul-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 52,252 1.40000 1.51000 1.50000 1.47444 52,252 52,252 T/N 550.00 1.50500 1.51000 1.50500 1.50741 0.0000 0.0000 Call 0.0000 0.00000 0.00000 0.00000 0.00000 0.0000 0.0000 Total 52,802 0.00000 0.00000 0.00000 0.00000 52,252 52,252 less than 1 month (not incl. of O/N,T/N,call)1/ 0.0000 0.00000 0.00000 0.00000 0.00000 5,000 20,975 1 month 2/ 0.0000 0.00000 0.00000 0.00000 0.00000 4,490 4,180 2 month 3/ 8,000 1.53000 1.54600 1.54000 1.54025 18,900 15,200 3 month 4/ 800.00 1.58000 1.58000 1.58000 1.58000 11,755 2,790 6 month 5/ 0.0000 0.00000 0.00000 0.00000 0.00000 4,500 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 8,800 0.00000 0.00000 0.00000 0.00000 44,645 44,645 Grand Total 61,602 1.40000 1.58000 1.50000 1.48465 96,897 96,897 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand