As of: 22-Aug-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 35,093 1.40000 1.50000 1.40000 1.45868 35,093 35,093 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 35,093 0.00000 0.00000 0.00000 0.00000 35,093 35,093 less than 1 month (not incl. of O/N,T/N,call)1/ 6,900 1.48000 1.51000 1.51000 1.49935 16,400 41,320 1 month 2/ 0.000 0.000 0.000 0.000 0.000 9,840 2,400 2 month 3/ 0.000 0.000 0.000 0.000 0.000 11,150 5,440 3 month 4/ 0.000 0.000 0.000 0.000 0.000 12,235 3,965 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 6,900 0.00000 0.00000 0.00000 0.00000 54,560 54,560 Grand Total 41,993 1.40000 1.51000 1.40000 1.46536 89,653 89,653 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand