As of: 19-Jun-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)O/N 44,815 1.40000 1.51000 1.40000 1.45147 44,815 44,815 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 44,815 0.00000 0.00000 0.00000 0.00000 44,815 44,815 less than 1 month (not incl. of O/N,T/N,call)1/ 4,205.0 1.49000 1.53000 1.51000 1.51378 21,470 27,575 1 month 2/ 0.0000 0.00000 0.00000 0.00000 0.00000 0.0000 900.00 2 month 3/ 0.0000 0.00000 0.00000 0.00000 0.00000 1,100.0 6,485 3 month 4/ 0.0000 0.00000 0.00000 0.00000 0.00000 13,270 3,880 6 month 5/ 0.0 0.00000 0.00000 0.00000 0.00000 6,500.0 3,500 9 month 6/ 0.0000 0.00000 0.00000 0.00000 0.00000 0.0000 0.0000 12 month 7/ 0.0000 0.00000 0.00000 0.00000 0.00000 0.0000 0.0000 Total Term Transactions 4,205 0.00000 0.00000 0.00000 0.00000 42,340 42,340 Grand Total 49,020 1.40000 1.53000 1.40000 1.45682 87,155 87,155 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand