As of: 08-Aug-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 40,302 1.40000 1.51000 1.50000 1.47229 40,302 40,302 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 40,302 0.00000 0.00000 0.00000 0.00000 40,302 40,302 less than 1 month (not incl. of O/N,T/N,call)1/ 8,330 1.47000 1.50000 1.50000 1.49215 9,730 21,950 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 10,700 7,590 3 month 4/ 0.000 0.000 0.000 0.000 0.000 11,435 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 8,330 0.00000 0.00000 0.00000 0.00000 45,840 45,840 Grand Total 48,632 1.40000 1.51000 1.50000 1.47569 86,142 86,142 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand