As of: 09-Aug-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 44,585 1.40000 1.52000 1.40000 1.47567 44,585 44,585 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 44,585 0.00000 0.00000 0.00000 0.00000 44,585 44,585 less than 1 month (not incl. of O/N,T/N,call)1/ 1,550 1.49000 1.50000 1.49500 1.49516 9,880 22,100 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 1,550 0.00000 0.00000 0.00000 0.00000 45,990 45,990 Grand Total 46,135 1.40000 1.52000 1.40000 1.47632 90,575 90,575 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand