As of: 07-Aug-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 49,698 1.40000 1.50000 1.40000 1.46293 49,698 49,698 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 49,698 0.00000 0.00000 0.00000 0.00000 49,698 49,698 less than 1 month (not incl. of O/N,T/N,call)1/ 1,400 1.48000 1.49500 1.48000 1.48643 11,500 25,220 1 month 2/ 0.000 0.000 0.000 0.000 0.000 9,040 9,900 2 month 3/ 0.000 0.000 0.000 0.000 0.000 11,200 7,590 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 1,400 0.00000 0.00000 0.00000 0.00000 49,110 49,110 Grand Total 51,098 1.40000 1.50000 1.40000 1.46358 98,808 98,808 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand