As of: 28-Dec-2017
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)O/N 50,705 1.40000 1.50000 1.40000 1.45466 50,705 50,705 T/N 3,510 1.48000 1.51000 1.48000 1.49218 0 0 Call 0 0.00000 0.00000 0.00000 0.00000 0 0 Total 0 0.00000 0.00000 0.00000 0.00000 500 500 less than 1 month (not incl. of O/N,T/N,call)1/ 54,215 0.00000 0.00000 0.00000 0.00000 51,205 51,205 1 month 2/ 8,800 1.52000 1.52500 1.52000 1.52045 29,550 31,650 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 0 3,850 3 month 4/ 0 0.00000 0.00000 0.00000 0.00000 3,450 6,050 6 month 5/ 2,790 1.57000 1.59000 1.57000 1.58434 15,140 8,990 9 month 6/ 0 0.00000 0.00000 0.00000 0.00000 2,400 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 11,590 0.00000 0.00000 0.00000 0.00000 50,540 50,540 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand