As of: 29-Jun-2017
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 49,542 1.40000 1.50000 1.40000 1.46722 49,542 49,542 T/N 1,400 1.50500 1.50500 1.50500 1.50500 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/ 50,942 0.00000 0.00000 0.00000 0.00000 49,542 49,542 1 month 2/ 1,800 1.49250 1.50000 1.50000 1.49667 37,405 43,025 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 3,500 6,350 3 month 4/ 500 1.54000 1.54000 1.54000 1.54000 12,450 12,470 6 month 5/ 0 0.00000 0.00000 0.00000 0.00000 8,655 2,615 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 2,300 0.00000 0.00000 0.00000 0.00000 64,460 64,460 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand