As of: 29-Nov-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)O/N 44,324 1.150 1.260 1.250 1.23933 44,324 44,324 T/N 1,500 1.260 1.260 1.260 1.260 15,780 15,780 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 45,824 0.000 0.000 0.000 0.000 60,104 60,104 less than 1 month (not incl. of O/N,T/N,call)1/ 1,500 1.235 1.235 1.235 1.235 4,800 14,900 1 month 2/ 200 1.315 1.315 1.315 1.315 3,700 2,800 2 month 3/ 850 1.340 1.340 1.340 1.340 13,150 7,750 3 month 4/ 1,700 1.390 1.400 1.400 1.397 8,200 5,200 6 month 5/ 1,500 1.420 1.420 1.420 1.420 2,300 1,500 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 5,750 0.000 0.000 0.000 0.000 32,150 32,150 Grand Total 51,574 1.150 1.420 1.250 1.25221 92,254 92,254 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand