As of: 03-Jan-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 50,230 1.40000 1.51000 1.40000 1.45480 50,230 50,230 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/ 50,230 0.00000 0.00000 0.00000 0.00000 50,230 50,230 1 month 2/ 15,850 1.47000 1.50000 1.49500 1.49446 38,950 42,800 2 month 3/ 1,250 1.47000 1.48000 1.47000 1.47280 2,900 4,400 3 month 4/ 0 0.00000 0.00000 0.00000 0.00000 3,050 7,250 6 month 5/ 0 0.00000 0.00000 0.00000 0.00000 16,640 9,490 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 17,100 0.00000 0.00000 0.00000 0.00000 63,940 63,940 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand