As of: 07-Sep-2017
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 45,375 1.40000 1.51000 1.40000 1.46089 45,375 45,375 T/N 3,600 1.40000 1.49000 1.49000 1.44000 2,080 2,080 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/ 48,975 0.00000 0.00000 0.00000 0.00000 47,455 47,455 1 month 2/ 1,770 1.40000 1.50000 1.50000 1.47853 23,870 33,285 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 4,720 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 1,770 0.00000 0.00000 0.00000 0.00000 47,105 47,105 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand