As of: 27-Aug-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)O/N 32,876 1.400 1.505 1.400 1.46573 32,876 32,876 T/N 0.000 0.000 0.000 0.000 0.000 1,900 1,900 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 32,876 0.000 0.000 0.000 0.000 34,776 34,776 less than 1 month (not incl. of O/N,T/N,call)1/ 5,980 1.465 1.498 1.480 1.489 16,080 32,630 1 month 2/ 0.000 0.000 0.000 0.000 0.000 5,950 4,050 2 month 3/ 2,000 1.590 1.600 n.a. 1.595 5,050 6,300 3 month 4/ 1,500 1.600 1.640 1.600 1.613 9,500 1,900 6 month 5/ 0.000 0.000 0.000 0.000 0.000 8,300 0.000 9 month 6/ 0.000 0.000 0.000 0.000 0.000 0.000 0.000 12 month 7/ 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total Term Transactions 9,480 0.000 0.000 0.000 0.000 44,880 44,880 Grand Total 42,356 1.400 1.640 1.400 1.48040 79,656 79,656 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand