As of: 27-Nov-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)O/N 45,844 1.150 1.260 1.150 1.21825 45,844 45,844 T/N 1,500 1.260 1.260 1.260 1.260 1,500 1,500 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 47,344 0.000 0.000 0.000 0.000 47,344 47,344 less than 1 month (not incl. of O/N,T/N,call)1/ 1,900 1.230 1.250 1.250 1.241 14,810 25,160 1 month 2/ 0.000 0.000 0.000 0.000 0.000 3,500 2,600 2 month 3/ 1,900 1.240 1.370 1.330 1.326 12,550 6,900 3 month 4/ 0.000 0.000 0.000 0.000 0.000 5,500 2,500 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 3,800 0.000 0.000 0.000 0.000 37,160 37,160 Grand Total 51,144 1.150 1.370 1.150 1.22432 84,504 84,504 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand