As of: 31-Aug-2017
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 45,255 1.40000 1.51000 1.40000 1.46923 45,255 45,255 T/N 1,100 1.48000 1.49000 1.48000 1.48273 2,400 2,400 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/ 46,355 0.00000 0.00000 0.00000 0.00000 47,655 47,655 1 month 2/ 10,500 1.48000 1.49500 1.49500 1.49105 23,150 29,415 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 10,500 0.00000 0.00000 0.00000 0.00000 44,635 44,635 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand