As of: 15-Sep-2017
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 45,326 1.40000 1.51000 1.40000 1.45951 45,326 45,326 T/N 0 0.00000 0.00000 0.00000 0.00000 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/ 45,326 0.00000 0.00000 0.00000 0.00000 45,326 45,326 1 month 2/ 3,950 1.45000 1.50000 1.49000 1.48487 24,975 32,470 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 3,650 3,700 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/ 0 0.00000 0.00000 0.00000 0.00000 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 3,950 0.00000 0.00000 0.00000 0.00000 49,210 49,210 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand