As of: 25-Dec-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)O/N 46,990 1.150 1.260 1.150 1.21371 46,990 46,990 T/N 2,500 1.260 1.260 1.260 1.260 4,200 4,200 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 49,490 0.000 0.000 0.000 0.000 51,190 51,190 less than 1 month (not incl. of O/N,T/N,call)1/ 4,900 1.230 1.250 1.250 1.247 20,310 25,410 1 month 2/ 500 1.280 1.280 1.280 1.280 2,700 5,450 2 month 3/ 6,000 1.290 1.310 1.290 1.303 13,350 12,800 3 month 4/ 1,550 1.370 1.420 1.420 1.409 8,050 3,050 6 month 5/ 0.000 0.000 0.000 0.000 0.000 35,106 32,806 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 12,950 0.000 0.000 0.000 0.000 79,516 79,516 Grand Total 62,440 1.150 1.420 1.150 1.23214 130,706 130,706 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand