As of: 16-May-2017
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 46,247 1.40000 1.50500 1.40000 1.46395 46,247 46,247 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/ 46,247 0.00000 0.00000 0.00000 0.00000 46,247 46,247 1 month 2/ 7,250 1.48000 1.50000 1.50000 1.49386 21,450 34,330 2 month 3/ 1,000 1.54000 1.54000 1.54000 1.54000 4,000 2,210 3 month 4/ 0 0.00000 0.00000 0.00000 0.00000 7,000 5,850 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 8,250 0.00000 0.00000 0.00000 0.00000 42,740 42,740 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand