As of: 23-Aug-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 34,899 1.40000 1.50500 1.40000 1.47449 34,899 34,899 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 34,899 0.00000 0.00000 0.00000 0.00000 34,899 34,899 less than 1 month (not incl. of O/N,T/N,call)1/ 1,050 1.49000 1.50000 1.50000 1.49571 12,250 36,870 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 11,935 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 1,050 0.00000 0.00000 0.00000 0.00000 50,110 50,110 Grand Total 35,949 1.40000 1.50500 1.40000 1.47511 85,009 85,009 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand