As of: 20-Nov-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)O/N 38,727 1.150 1.260 1.150 1.21559 38,727 38,727 T/N 2,300 1.260 1.260 1.260 1.260 2,300 2,300 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 41,027 0.000 0.000 0.000 0.000 41,027 41,027 less than 1 month (not incl. of O/N,T/N,call)1/ 4,410 1.230 1.245 1.230 1.239 20,210 24,760 1 month 2/ 300.000 1.245 1.245 1.245 1.245 1,500 6,900 2 month 3/ 0.000 0.000 0.000 0.000 0.000 10,050 3,600 3 month 4/ 0.000 0.000 0.000 0.000 0.000 4,500 1,800 6 month 5/ 0.000 0.000 0.000 0.000 0.000 800 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 4,710 0.000 0.000 0.000 0.000 37,060 37,060 Grand Total 45,737 1.150 1.260 1.230 1.22030 78,087 78,087 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand