As of: 14-Aug-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 45,758 1.40000 1.50000 1.40000 1.45211 45,758 45,758 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 45,758 0.00000 0.00000 0.00000 0.00000 45,758 45,758 less than 1 month (not incl. of O/N,T/N,call)1/ 4,000 1.48000 1.51000 1.51000 1.50250 11,800 32,920 1 month 2/ 800.000 1.530 1.530 1.530 1.530 9,840 3,800 2 month 3/ 0.000 0.000 0.000 0.000 0.000 10,700 5,590 3 month 4/ 300 1.590 1.590 1.590 1.590 11,735 5,265 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 5,100 0.00000 0.00000 0.00000 0.00000 49,010 49,010 Grand Total 50,858 1.40000 1.59000 1.40000 1.45811 94,768 94,768 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand