As of: 19-Sep-2017
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 40,659 1.40000 1.50000 1.40000 1.46705 40,659 40,659 T/N 0 0.00000 0.00000 0.00000 0.00000 2,000 2,000 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/ 40,659 0.00000 0.00000 0.00000 0.00000 42,659 42,659 1 month 2/ 8,770 1.48000 1.49500 1.49000 1.49015 27,930 35,125 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 3,650 4,340 3 month 4/ 0 0.00000 0.00000 0.00000 0.00000 2,420 7,400 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 8,770 0.00000 0.00000 0.00000 0.00000 51,865 51,865 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand