As of: 10-Aug-2017
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 35,512 1.40000 1.51000 1.40000 1.46120 35,512 35,512 T/N 450 1.42000 1.42000 1.42000 1.42000 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/ 35,962 0.00000 0.00000 0.00000 0.00000 35,512 35,512 1 month 2/ 3,290 1.48000 1.50000 1.48000 1.48605 43,605 51,795 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 1,000 4,000 3 month 4/ 0 0.00000 0.00000 0.00000 0.00000 6,430 4,345 6 month 5/ 0 0.00000 0.00000 0.00000 0.00000 12,455 5,250 9 month 6/ 0 0.00000 0.00000 0.00000 0.00000 5,700 3,800 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 3,290 0.00000 0.00000 0.00000 0.00000 69,190 69,190 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand