As of: 12-May-2017
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 45,422 1.40000 1.50500 1.40000 1.47117 45,422 45,422 T/N 0 0.00000 0.00000 0.00000 0.00000 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/ 45,422 0.00000 0.00000 0.00000 0.00000 45,422 45,422 1 month 2/ 4,000 1.49000 1.52000 1.49500 1.49875 19,150 29,450 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 3,000 2,880 3 month 4/ 0 0.00000 0.00000 0.00000 0.00000 7,000 6,760 6 month 5/ 0 0.00000 0.00000 0.00000 0.00000 7,840 350 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 4,000 0.00000 0.00000 0.00000 0.00000 39,440 39,440 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand