As of: 31-Jul-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 39,248 1.30000 1.51000 1.40000 1.45151 39,248 39,248 T/N 0.0000 0.00000 0.00000 0.00000 0.00000 550.00 550.0000 Call 0.0000 0.00000 0.00000 0.00000 0.00000 0.0000 0.0000 Total 39,248 0.00000 0.00000 0.00000 0.00000 39,798 39,798 less than 1 month (not incl. of O/N,T/N,call)1/ 500.00 1.51000 1.51000 1.51000 1.51000 500.0 11,300 1 month 2/ 5,500 1.48000 1.55000 1.54500 1.53273 5,500 12,880 2 month 3/ 0.0000 0.00000 0.00000 0.00000 0.00000 18,900 11,690 3 month 4/ 2,665 1.58000 1.63000 1.58406 1.59881 12,435 4,465 6 month 5/ 435.00 1.67000 1.67000 1.67000 1.67000 4,935 1,935 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 9,100 0.00000 0.00000 0.00000 0.00000 42,270 42,270 Grand Total 48,348 1.30000 1.67000 1.40000 1.47144 82,068 82,068 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand