As of: 05-Jan-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 30,613 1.40000 1.49000 1.40000 1.45268 30,613 30,613 T/N 0 0.00000 0.00000 0.00000 0.00000 2,000 2,000 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/ 30,613 0.00000 0.00000 0.00000 0.00000 32,613 32,613 1 month 2/ 6,760 1.49000 1.52000 1.50000 1.50228 27,610 34,860 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 2,900 1,000 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 6,760 0.00000 0.00000 0.00000 0.00000 52,600 52,600 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand