As of: 18-May-2017
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 40,235 1.40000 1.50000 1.40000 1.45873 40,235 40,235 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/ 40,235 0.00000 0.00000 0.00000 0.00000 40,235 40,235 1 month 2/ 300 1.49000 1.49000 1.49000 1.49000 22,150 35,030 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 4,000 2,910 3 month 4/ 0 0.00000 0.00000 0.00000 0.00000 7,000 5,150 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 300 0.00000 0.00000 0.00000 0.00000 43,440 43,440 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand