As of: 11-Jan-2018
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 34,962 1.40000 1.51000 1.40000 1.45354 34,962 34,962 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/ 34,962 0.00000 0.00000 0.00000 0.00000 34,962 34,962 1 month 2/ 3,300 1.50000 1.52000 1.50000 1.50606 15,350 23,300 2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 2,900 2,300 3 month 4/ 0 0.00000 0.00000 0.00000 0.00000 3,050 4,950 6 month 5/ 0 0.00000 0.00000 0.00000 0.00000 16,840 9,990 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 3,300 0.00000 0.00000 0.00000 0.00000 40,540 40,540 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand