As of: 03-Aug-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 49,634 1.40000 1.50000 1.40000 1.45325 49,634 49,634 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 49,634 0.00000 0.00000 0.00000 0.00000 49,634 49,634 less than 1 month (not incl. of O/N,T/N,call)1/ 1,600 1.48000 1.49000 1.49000 1.48594 11,150 17,450 1 month 2/ 0.000 0.000 0.000 0.000 0.000 9,040 19,820 2 month 3/ 0.000 0.000 0.000 0.000 0.000 14,400 8,290 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 1,600 0.00000 0.00000 0.00000 0.00000 51,960 51,960 Grand Total 51,234 1.40000 1.50000 1.40000 1.45427 101,594 101,594 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand