As of: 06-Aug-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 40,443 1.40000 1.50000 1.48000 1.47176 40,443 40,443 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 40,443 0.00000 0.00000 0.00000 0.00000 40,443 40,443 less than 1 month (not incl. of O/N,T/N,call)1/ 2,500 1.49500 1.49500 1.49500 1.49500 12,250 17,930 1 month 2/ 0.000 0.000 0.000 0.000 0.000 9,040 16,940 2 month 3/ 300 1.565 1.565 1.565 1.565 11,200 8,590 3 month 4/ 0.000 0.000 0.000 0.000 0.000 12,435 4,965 6 month 5/ 0.000 0.000 0.000 0.000 0.000 4,935 1,435 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 2,800 0.00000 0.00000 0.00000 0.00000 49,860 49,860 Grand Total 43,243 1.40000 1.56500 1.48000 1.47375 90,303 90,303 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand