As of: 06-Sep-2017
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 39,602 1.40000 1.50000 1.48000 1.46810 39,602 39,602 T/N 2,080 1.42000 1.49000 1.49000 1.47385 2,750 2,750 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/ 41,682 0.00000 0.00000 0.00000 0.00000 42,352 42,352 1 month 2/ 9,100 1.48000 1.50000 1.49500 1.49527 31,300 42,215 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 3,150 580 3 month 4/ 0 0.00000 0.00000 0.00000 0.00000 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 9,100 0.00000 0.00000 0.00000 0.00000 56,035 56,035 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand