As of: 01-Aug-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 46,209 1.40000 1.50500 1.40000 1.45568 46,209 46,209 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 46,209 0.00000 0.00000 0.00000 0.00000 46,209 46,209 less than 1 month (not incl. of O/N,T/N,call)1/ 6,400 1.47000 1.52000 1.48000 1.49305 6,900.0 17,700 1 month 2/ 3,540 1.45000 1.49500 1.47500 1.47669 9,040 16,820 2 month 3/ 0.000 0.000 0.000 0.000 0.000 18,900 11,290 3 month 4/ 0.000 0.000 0.000 0.000 0.000 12,435 4,465 6 month 5/ 0.000 0.000 0.000 0.000 0.000 4,935 1,935 9 month 6/ 0.000 0.000 0.000 0.000 0.000 0.0000 0.0000 12 month 7/ 0.000 0.000 0.000 0.000 0.000 0.0000 0.0000 Total Term Transactions 9,940 0.00000 0.00000 0.00000 0.00000 52,210 52,210 Grand Total 56,149 1.40000 1.52000 1.40000 1.46127 98,419 98,419 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand