As of: 04-Sep-2017
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 50,762 1.40000 1.49500 1.48000 1.46678 50,762 50,762 T/N 0 0.00000 0.00000 0.00000 0.00000 1,750 1,750 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/ 50,762 0.00000 0.00000 0.00000 0.00000 52,512 52,512 1 month 2/ 8,750 1.49000 1.50000 1.49500 1.49569 29,630 39,745 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 3,150 1,380 3 month 4/ 0 0.00000 0.00000 0.00000 0.00000 5,920 5,740 6 month 5/ 0 0.00000 0.00000 0.00000 0.00000 8,665 6,200 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 8,750 0.00000 0.00000 0.00000 0.00000 54,065 54,065 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand