As of: 04-Jan-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 45,910 1.40000 1.52000 1.40000 1.46534 45,910 45,910 T/N 2,000 1.51000 1.51000 1.51000 1.51000 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/ 47,910 0.00000 0.00000 0.00000 0.00000 45,910 45,910 1 month 2/ 1,700 1.49000 1.49500 1.49500 1.49294 28,250 32,100 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 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 1,700 0.00000 0.00000 0.00000 0.00000 53,240 53,240 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand