As of: 19-Jul-2017
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 29,383 1.40000 1.51000 1.40000 1.46296 29,383 29,383 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/ 29,383 0.00000 0.00000 0.00000 0.00000 29,383 29,383 1 month 2/ 17,740 1.48000 1.50000 1.49500 1.49506 37,090 49,890 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 1,500 3,690 3 month 4/ 300 1.55000 1.55000 1.55000 1.55000 16,250 9,215 6 month 5/ 3,800 1.56000 1.58000 1.58000 1.57579 12,455 4,500 9 month 6/ 2,000 1.63500 1.64000 n.a. 1.63750 5,700 5,700 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 23,840 0.00000 0.00000 0.00000 0.00000 72,995 72,995 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand