As of: 29-Dec-2017
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 50,872 1.40000 1.52500 1.40000 1.45467 50,872 50,872 T/N 0 0.00000 0.00000 0.00000 0.00000 3,510 3,510 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/ 50,872 0.00000 0.00000 0.00000 0.00000 54,382 54,382 1 month 2/ 6,800 1.49000 1.53000 1.49000 1.50574 27,000 30,500 2 month 3/ 1,650 1.45000 1.49500 1.45000 1.47030 1,650 3,500 3 month 4/ 0 0.00000 0.00000 0.00000 0.00000 3,050 6,050 6 month 5/ 1,700 1.58000 1.75000 1.75000 1.68187 16,640 10,690 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 10,150 0.00000 0.00000 0.00000 0.00000 50,740 50,740 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand