As of: 18-Sep-2017
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 43,028 1.40000 1.50000 1.40000 1.46223 43,028 43,028 T/N 2,000 1.49000 1.49000 1.49000 1.49000 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/ 45,028 0.00000 0.00000 0.00000 0.00000 43,028 43,028 1 month 2/ 4,940 1.49000 1.50000 1.49500 1.49648 24,500 31,995 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 8,040 6 month 5/ 0 0.00000 0.00000 0.00000 0.00000 10,165 3,000 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 4,940 0.00000 0.00000 0.00000 0.00000 48,735 48,735 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand