As of: 08-May-2017
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 55,614 1.40000 1.50500 1.40000 1.46019 55,614 55,614 T/N 1,000 1.51000 1.51000 1.51000 1.51000 0 0 Call 0 0.00000 0.00000 0.00000 0.00000 0 0 Total 0 0.00000 0.00000 0.00000 0.00000 0 0 less than 1 month (not incl. of O/N,T/N,call)1/ 56,614 0.00000 0.00000 0.00000 0.00000 55,614 55,614 1 month 2/ 3,200 1.49000 1.49500 1.49500 1.49391 23,130 29,580 2 month 3/ 1,000 1.54000 1.54000 1.54000 1.54000 3,000 6,880 3 month 4/ 0 0.00000 0.00000 0.00000 0.00000 7,150 5,760 6 month 5/ 0 0.00000 0.00000 0.00000 0.00000 7,840 1,350 9 month 6/ 0 0.00000 0.00000 0.00000 0.00000 2,450 0 12 month 7/ 0 0.00000 0.00000 0.00000 0.00000 0 0 Total Term Transactions 0 0.00000 0.00000 0.00000 0.00000 0 0 Grand Total 4,200 0.00000 0.00000 0.00000 0.00000 43,570 43,570 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand