As of: 17-Aug-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 46,881 1.40000 1.50500 1.50000 1.47132 46,881 46,881 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 46,881 0.00000 0.00000 0.00000 0.00000 46,881 46,881 less than 1 month (not incl. of O/N,T/N,call)1/ 1,600 1.49000 1.50000 1.49000 1.49375 12,950 34,070 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 1,600 0.00000 0.00000 0.00000 0.00000 51,110 51,110 Grand Total 48,481 1.40000 1.50500 1.50000 1.47206 97,991 97,991 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand