As of: 21-Sep-2017
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 45,257 1.40000 1.50000 1.40000 1.45431 45,257 45,257 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/ 45,257 0.00000 0.00000 0.00000 0.00000 45,257 45,257 1 month 2/ 1,580 1.49000 1.50000 1.50000 1.49652 23,890 29,770 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 3,650 4,840 3 month 4/ 400 1.56000 1.56000 1.56000 1.56000 2,420 7,300 6 month 5/ 300 1.59000 1.59000 1.59000 1.59000 10,415 4,165 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 2,280 0.00000 0.00000 0.00000 0.00000 48,075 48,075 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand