As of: 14-Sep-2017
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 39,083 1.40000 1.50000 1.40000 1.45989 39,083 39,083 T/N 0 0.00000 0.00000 0.00000 0.00000 2,430 2,430 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/ 39,083 0.00000 0.00000 0.00000 0.00000 41,513 41,513 1 month 2/ 2,300 1.49500 1.49500 1.49500 1.49500 28,075 34,990 2 month 3/ 500 1.54500 1.54500 1.54500 1.54500 3,650 4,280 3 month 4/ 0 0.00000 0.00000 0.00000 0.00000 2,720 4,740 6 month 5/ 0 0.00000 0.00000 0.00000 0.00000 10,165 6,300 9 month 6/ 1,000 1.57000 1.57000 1.57000 1.57000 7,700 2,000 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 3,800 0.00000 0.00000 0.00000 0.00000 52,310 52,310 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand