As of: 24-Aug-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 45,697 1.40000 1.50000 1.40000 1.45005 45,697 45,697 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 45,697 0.00000 0.00000 0.00000 0.00000 45,697 45,697 less than 1 month (not incl. of O/N,T/N,call)1/ 1,800 1.49500 1.49500 1.49500 1.49500 12,050 35,670 1 month 2/ 0.000 0.000 0.000 0.000 0.000 9,840 4,300 2 month 3/ 0.000 0.000 0.000 0.000 0.000 10,650 3,540 3 month 4/ 0.000 0.000 0.000 0.000 0.000 11,435 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 1,800 0.00000 0.00000 0.00000 0.00000 48,910 48,910 Grand Total 47,497 1.40000 1.50000 1.40000 1.45175 94,607 94,607 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand