As of: 01-Sep-2017
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 50,145 1.40000 1.50000 1.40000 1.46866 50,145 50,145 T/N 1,750 1.48000 1.49000 1.49000 1.48543 1,100 1,100 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/ 51,895 0.00000 0.00000 0.00000 0.00000 51,245 51,245 1 month 2/ 6,280 1.47000 1.49500 1.49000 1.48911 26,280 33,645 2 month 3/ 2,650 1.47000 1.49500 1.47000 1.47792 3,150 3,550 3 month 4/ 0 0.00000 0.00000 0.00000 0.00000 5,920 5,320 6 month 5/ 300 1.59500 1.59500 1.59500 1.59500 8,665 7,200 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 9,230 0.00000 0.00000 0.00000 0.00000 50,715 50,715 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand