As of: 08-Sep-2017
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 53,464 1.40000 1.51000 1.40000 1.45865 53,464 53,464 T/N 650 1.49000 1.49000 1.49000 1.49000 3,600 3,600 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/ 54,114 0.00000 0.00000 0.00000 0.00000 57,064 57,064 1 month 2/ 3,500 1.48000 1.50000 1.49000 1.48957 23,570 32,985 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 3,500 0.00000 0.00000 0.00000 0.00000 46,805 46,805 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand