As of: 16-Aug-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 34,930 1.40000 1.50500 1.40000 1.46593 34,930 34,930 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 34,930 0.00000 0.00000 0.00000 0.00000 34,930 34,930 less than 1 month (not incl. of O/N,T/N,call)1/ 2,200 1.48000 1.50000 1.50000 1.49159 11,900 33,020 1 month 2/ 0.000 0.000 0.000 0.000 0.000 9,840 3,800 2 month 3/ 0.000 0.000 0.000 0.000 0.000 11,150 6,040 3 month 4/ 0.000 0.000 0.000 0.000 0.000 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 2,200 0.00000 0.00000 0.00000 0.00000 50,060 50,060 Grand Total 37,130 1.40000 1.50500 1.40000 1.46745 84,990 84,990 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand