As of: 05-Feb-2020
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)O/N 53,477 0.900 1.010 0.990 0.97886 53,477 53,477 T/N 4,000 1.010 1.010 1.010 1.010 800 800 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 57,477 0.000 0.000 0.000 0.000 54,277 54,277 less than 1 month (not incl. of O/N,T/N,call)1/ 14,010 0.980 1.000 1.000 0.992 14,910 23,010 1 month 2/ 2,000 0.990 0.990 0.990 0.990 2,000 3,400 2 month 3/ 4,000 1.070 1.070 1.070 1.070 13,300 14,450 3 month 4/ 0.000 0.000 0.000 0.000 0.000 11,950 35,906 6 month 5/ 0.000 0.000 0.000 0.000 0.000 34,606 0.000 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 20,010 0.000 0.000 0.000 0.000 76,766 76,766 Grand Total 77,487 0.900 1.070 0.990 0.98782 131,043 131,043 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand