As of: 22-Nov-2017
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 41,033 1.40000 1.51000 1.40000 1.45922 41,033 41,033 T/N 1,900 1.49500 1.50000 1.50000 1.49895 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/ 42,933 0.00000 0.00000 0.00000 0.00000 41,033 41,033 1 month 2/ 6,700 1.47000 1.50000 1.49500 1.49209 17,580 21,080 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 0 3,565 3 month 4/ 0 0.00000 0.00000 0.00000 0.00000 1,390 4,740 6 month 5/ 0 0.00000 0.00000 0.00000 0.00000 10,715 2,300 9 month 6/ 0 0.00000 0.00000 0.00000 0.00000 2,000 0 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 6,700 0.00000 0.00000 0.00000 0.00000 31,685 31,685 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand