As of: 30-Dec-2019
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)O/N 45,081 1.150 1.260 1.150 1.22954 45,081 45,081 T/N 0.000 0.000 0.000 0.000 0.000 6,000 6,000 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 45,081 0.000 0.000 0.000 0.000 51,081 51,081 less than 1 month (not incl. of O/N,T/N,call)1/ 0.000 0.000 0.000 0.000 0.000 7,650 12,650 1 month 2/ 0.000 0.000 0.000 0.000 0.000 2,700 11,450 2 month 3/ 3,200 1.315 1.340 1.330 1.332 16,150 9,700 3 month 4/ 1,400 1.375 1.420 1.420 1.407 11,450 6,450 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 4,600 0.000 0.000 0.000 0.000 73,056 73,056 Grand Total 49,681 1.150 1.420 1.150 1.24116 124,137 124,137 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand