As of: 11-Aug-2017
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 49,014 1.40000 1.51000 1.40000 1.46375 49,014 49,014 T/N 0 0.00000 0.00000 0.00000 0.00000 450 450 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/ 49,014 0.00000 0.00000 0.00000 0.00000 49,464 49,464 1 month 2/ 1,735 1.49000 1.50000 1.50000 1.49749 38,440 45,630 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 0 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 6,250 9 month 6/ 0 0.00000 0.00000 0.00000 0.00000 5,700 2,800 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 1,735 0.00000 0.00000 0.00000 0.00000 63,025 63,025 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand