As of: 05-Sep-2017
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 49,871 1.40000 1.49500 1.40000 1.46603 49,871 49,871 T/N 2,750 1.49000 1.49800 1.49000 1.49335 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/ 52,621 0.00000 0.00000 0.00000 0.00000 49,871 49,871 1 month 2/ 2,000 1.48500 1.48500 1.48500 1.48500 28,000 38,915 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 3,150 580 3 month 4/ 300 1.56000 1.56000 1.56000 1.56000 6,220 6,040 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 2,300 0.00000 0.00000 0.00000 0.00000 52,735 52,735 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand