As of: 21-Aug-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 37,221 1.40000 1.50000 1.40000 1.46582 37,221 37,221 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 37,221 0.00000 0.00000 0.00000 0.00000 37,221 37,221 less than 1 month (not incl. of O/N,T/N,call)1/ 4,600 1.49000 1.51000 1.49000 1.49815 13,450 38,370 1 month 2/ 0.000 0.000 0.000 0.000 0.000 9,840 400 2 month 3/ 0.000 0.000 0.000 0.000 0.000 11,150 5,640 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 4,600 0.00000 0.00000 0.00000 0.00000 51,610 51,610 Grand Total 41,821 1.40000 1.51000 1.40000 1.46938 88,831 88,831 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand