As of: 31-Aug-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 23,731 1.40000 1.50500 1.40000 1.47515 23,731 23,731 T/N 1,500 1.49000 1.49000 1.49000 1.49000 0.0000 0.0000 Call 0.0000 0.00000 0.00000 0.00000 0.00000 0.0000 0.0000 Total 25,231 0.00000 0.00000 0.00000 0.00000 23,731 23,731 less than 1 month (not incl. of O/N,T/N,call)1/ 4,640 1.48000 1.49000 1.48000 1.48744 7,475 20,175 1 month 2/ 2,500 1.560 1.560 1.560 1.560 5,300 7,790 2 month 3/ 0.000 0.000 0.000 0.000 0.000 8,650 5,715 3 month 4/ 1,500 1.630 1.630 1.630 1.630 14,055 5,300 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 8,640 0.00000 0.00000 0.00000 0.00000 40,415 40,415 Grand Total 33,871 1.40000 1.63000 1.48000 1.49061 64,146 64,146 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand