As of: 09-Aug-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)O/N 39,314 1.400 1.505 1.400 1.46811 39,314 39,314 T/N 3,500 1.505 1.505 1.505 1.505 2,500 2,500 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 42,814 0.000 0.000 0.000 0.000 41,814 41,814 less than 1 month (not incl. of O/N,T/N,call)1/ 3,000 1.490 1.500 n.a. 1.495 16,650 23,250 1 month 2/ 700 1.540 1.540 1.540 1.540 4,250 13,050 2 month 3/ 0.000 0.000 0.000 0.000 0.000 5,250 5,650 3 month 4/ 0.000 0.000 0.000 0.000 0.000 9,300 2,800 6 month 5/ 0.000 0.000 0.000 0.000 0.000 9,300 0.0000 9 month 6/ 0.000 0.000 0.000 0.000 0.000 0.000 0.0000 12 month 7/ 0.000 0.000 0.000 0.000 0.000 0.000 0.0000 Total Term Transactions 3,700 0.000 0.000 0.000 0.000 44,750 44,750 Grand Total 46,514 1.400 1.540 1.400 1.4737 86,564 86,564 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand