As of: 20-Aug-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 41,792 1.40000 1.51000 1.40000 1.47471 41,792 41,792 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 41,792 0.00000 0.00000 0.00000 0.00000 41,792 41,792 less than 1 month (not incl. of O/N,T/N,call)1/ 500 1.50000 1.50000 1.50000 1.50000 13,450 35,570 1 month 2/ 0.000 0.000 0.000 0.000 0.000 9,840 2,800 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 500 0.00000 0.00000 0.00000 0.00000 51,610 51,610 Grand Total 42,292 1.40000 1.51000 1.40000 1.47501 93,402 93,402 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand