As of: 18-Dec-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)O/N 52,574 1.150 1.260 1.230 1.22810 52,574 52,574 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 54,074 0.000 0.000 0.000 0.000 54,074 54,074 less than 1 month (not incl. of O/N,T/N,call)1/ 17,760 1.235 1.270 1.250 1.250 17,760 22,060 1 month 2/ 2,000 1.240 1.240 1.240 1.240 2,200 3,300 2 month 3/ 0.000 0.000 0.000 0.000 0.000 7,050 6,950 3 month 4/ 0.000 0.000 0.000 0.000 0.000 7,700 3,200 6 month 5/ 0.000 0.000 0.000 0.000 0.000 35,106 34,306 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 19,760 0.000 0.000 0.000 0.000 69,816 69,816 Grand Total 73,834 1.150 1.270 1.230 1.23425 123,890 123,890 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand