As of: 13-Sep-2017
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 40,532 1.40000 1.50000 1.48000 1.47204 40,532 40,532 T/N 2,430 1.45000 1.49000 1.48000 1.47465 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/ 42,962 0.00000 0.00000 0.00000 0.00000 40,532 40,532 1 month 2/ 6,520 1.49500 1.50500 1.49500 1.49664 26,075 32,990 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 3,150 780 3 month 4/ 0 0.00000 0.00000 0.00000 0.00000 2,720 7,740 6 month 5/ 2,000 1.49000 1.49000 1.49000 1.49000 10,165 6,300 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 8,520 0.00000 0.00000 0.00000 0.00000 48,810 48,810 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand