As of: 10-Aug-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 46,233 1.40000 1.50500 1.40000 1.45954 46,233 46,233 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 46,233 0.00000 0.00000 0.00000 0.00000 46,233 46,233 less than 1 month (not incl. of O/N,T/N,call)1/ 1,150 1.49000 1.49500 1.49500 1.49261 10,050 22,270 1 month 2/ 0.000 0.000 0.000 0.000 0.000 9,040 11,900 2 month 3/ 0.000 0.000 0.000 0.000 0.000 10,700 5,590 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 1,150 0.00000 0.00000 0.00000 0.00000 46,160 46,160 Grand Total 47,383 1.40000 1.50500 1.40000 1.46034 92,393 92,393 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand