As of: 30-Jan-2020
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)O/N 50,922 1.150 1.260 1.150 1.22854 50,922 50,922 T/N 5,500 1.240 1.260 1.260 1.255 3,000 3,000 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 56,422 0.000 0.000 0.000 0.000 53,922 53,922 less than 1 month (not incl. of O/N,T/N,call)1/ 2,200 1.230 1.250 1.230 1.235 17,430 27,530 1 month 2/ 0.000 0.000 0.000 0.000 0.000 1,600 7,200 2 month 3/ 2,850 1.330 1.370 1.330 1.337 14,500 10,450 3 month 4/ 800 1.330 1.330 1.330 1.330 12,950 35,606 6 month 5/ 300 1.375 1.375 1.375 1.375 34,606 300 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 6,150 0.000 0.000 0.000 0.000 81,086 81,086 Grand Total 62,572 1.150 1.375 1.150 1.23801 135,008 135,008 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand