As of: 02-Oct-2017
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 49,188 1.40000 1.51000 1.40000 1.46213 49,188 49,188 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/ 49,188 0.00000 0.00000 0.00000 0.00000 49,188 49,188 1 month 2/ 11,100 1.47000 1.50000 1.49000 1.49448 23,000 28,420 2 month 3/ 2,650 1.46000 1.49500 1.47000 1.47566 3,150 4,350 3 month 4/ 0 0.00000 0.00000 0.00000 0.00000 2,420 6,750 6 month 5/ 0 0.00000 0.00000 0.00000 0.00000 10,815 5,565 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 13,750 0.00000 0.00000 0.00000 0.00000 47,085 47,085 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand