As of: 11-Sep-2017
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 41,516 1.40000 1.49000 1.40000 1.46078 41,516 41,516 T/N 1,950 1.45000 1.49000 n.a. 1.47333 650 650 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/ 43,466 0.00000 0.00000 0.00000 0.00000 42,166 42,166 1 month 2/ 7,715 1.49000 1.50000 1.49500 1.49481 26,615 36,030 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 7,940 6 month 5/ 0 0.00000 0.00000 0.00000 0.00000 8,665 4,300 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 7,715 0.00000 0.00000 0.00000 0.00000 49,850 49,850 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand