As of: 06-Feb-2020
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)O/N 66,594 0.900 1.010 0.900 0.98379 66,594 66,594 T/N 2,000 1.010 1.010 1.010 1.010 4,000 4,000 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 68,594 0.000 0.000 0.000 0.000 70,594 70,594 less than 1 month (not incl. of O/N,T/N,call)1/ 6,700 0.980 1.000 0.990 0.988 20,710 28,810 1 month 2/ 300 0.995 0.995 0.995 0.995 2,300 3,700 2 month 3/ 0.000 0.000 0.000 0.000 0.000 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 7,000 0.000 0.000 0.000 0.000 82,866 82,866 Grand Total 75,594 0.900 1.010 0.980 0.98489 153,460 153,460 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand