As of: 27-Dec-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)O/N 59,678 1.150 1.260 1.150 1.20451 59,678 59,678 T/N 6,000 1.260 1.260 1.260 1.260 2,000 2,000 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 65,678 0.000 0.000 0.000 0.000 61,678 61,678 less than 1 month (not incl. of O/N,T/N,call)1/ 900 1.230 1.230 1.230 1.230 15,710 20,210 1 month 2/ 0.000 0.000 0.000 0.000 0.000 2,700 6,750 2 month 3/ 0.000 0.000 0.000 0.000 0.000 13,750 12,500 3 month 4/ 2,000 1.375 1.420 1.420 1.397 10,050 5,050 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 2,900 0.000 0.000 0.000 0.000 77,316 77,316 Grand Total 68,578 1.150 1.420 1.150 1.21530 138,994 138,994 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand