As of: 15-Aug-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 38,006 1.40000 1.50000 1.40000 1.45763 38,006 38,006 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 38,006 0.00000 0.00000 0.00000 0.00000 38,006 38,006 less than 1 month (not incl. of O/N,T/N,call)1/ 3,400 1.49500 1.50000 1.49500 1.49721 11,200 32,320 1 month 2/ 0.000 0.000 0.000 0.000 0.000 9,840 3,800 2 month 3/ 450 1.530 1.580 1.580 1.563 11,150 6,040 3 month 4/ 500 1.580 1.580 1.580 1.580 12,235 5,765 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 4,350 0.00000 0.00000 0.00000 0.00000 49,360 49,360 Grand Total 42,356 1.40000 1.58000 1.40000 1.46337 87,366 87,366 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand