As of: 30-Aug-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 43,799 1.40000 1.50500 1.40000 1.46508 43,799 43,799 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 43,799 0.00000 0.00000 0.00000 0.00000 43,799 43,799 less than 1 month (not incl. of O/N,T/N,call)1/ 835 1.51000 1.52000 1.52000 1.51760 12,985 33,725 1 month 2/ 0.000 0.000 0.000 0.000 0.000 9,840 5,290 2 month 3/ 0.000 0.000 0.000 0.000 0.000 9,650 5,715 3 month 4/ 500 1.630 1.630 1.630 1.630 12,555 3,800 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 1,335 0.00000 0.00000 0.00000 0.00000 49,965 49,965 Grand Total 45,134 1.40000 1.63000 1.40000 1.46788 93,764 93,764 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand