As of: 25-Sep-2017
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 49,103 1.40000 1.51500 1.40000 1.46591 49,103 49,103 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/ 49,103 0.00000 0.00000 0.00000 0.00000 49,103 49,103 1 month 2/ 4,850 1.48000 1.52000 1.49000 1.49686 27,030 34,860 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 3,150 1,540 3 month 4/ 0 0.00000 0.00000 0.00000 0.00000 2,420 7,750 6 month 5/ 0 0.00000 0.00000 0.00000 0.00000 9,315 3,465 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 4,850 0.00000 0.00000 0.00000 0.00000 49,615 49,615 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand