As of: 24-Jul-2017
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 35,489 1.40000 1.50000 1.40000 1.47356 35,489 35,489 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/ 35,489 0.00000 0.00000 0.00000 0.00000 35,489 35,489 1 month 2/ 1,950 1.48000 1.49500 1.49500 1.49154 31,740 45,020 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 1,500 4,190 3 month 4/ 150 1.55000 1.55000 1.55000 1.55000 16,630 8,965 6 month 5/ 350 1.60000 1.60000 1.60000 1.60000 12,455 4,150 9 month 6/ 0 0.00000 0.00000 0.00000 0.00000 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 2,450 0.00000 0.00000 0.00000 0.00000 68,025 68,025 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand