As of: 28-Aug-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 42,201 1.40000 1.50500 1.40000 1.44905 42,201 42,201 T/N 0.0000 0.00000 0.00000 0.00000 0.00000 900.0000 900.0000 Call 0.0000 0.00000 0.00000 0.00000 0.00000 0.0000 0.0000 Total 42,201 0.00000 0.00000 0.00000 0.00000 43,101 43,101 less than 1 month (not incl. of O/N,T/N,call)1/ 1,500 1.51000 1.52000 1.52000 1.51667 11,650 33,570 1 month 2/ 0.000 0.000 0.000 0.000 0.000 9,840 4,800 2 month 3/ 0.000 0.000 0.000 0.000 0.000 10,150 5,705 3 month 4/ 0.000 0.000 0.000 0.000 0.000 10,235 1,300 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 1,500 0.00000 0.00000 0.00000 0.00000 46,810 46,810 Grand Total 43,701 1.40000 1.52000 1.40000 1.45137 89,911 89,911 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand