As of: 02-Aug-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 38,472 1.40000 1.50000 1.40000 1.46749 38,472 38,472 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 38,472 0.00000 0.00000 0.00000 0.00000 38,472 38,472 less than 1 month (not incl. of O/N,T/N,call)1/ 4,350 1.49000 1.50000 1.49500 1.49517 11,250 22,050 1 month 2/ 0.000 0.000 0.000 0.000 0.000 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 4,350 0.00000 0.00000 0.00000 0.00000 56,560 56,560 Grand Total 42,822 1.40000 1.50000 1.40000 1.47030 95,032 95,032 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand