As of: 30-Aug-2017
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 54,337 1.40000 1.50500 1.40000 1.46108 54,337 54,337 T/N 2,400 1.40000 1.48000 1.40000 1.42667 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/ 56,737 0.00000 0.00000 0.00000 0.00000 54,337 54,337 1 month 2/ 5,150 1.42000 1.49500 1.49500 1.48845 21,950 28,215 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 500 2,000 3 month 4/ 0 0.00000 0.00000 0.00000 0.00000 5,920 5,320 6 month 5/ 0 0.00000 0.00000 0.00000 0.00000 8,365 6,900 9 month 6/ 0 0.00000 0.00000 0.00000 0.00000 6,700 1,000 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 5,150 0.00000 0.00000 0.00000 0.00000 43,435 43,435 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand