As of: 11-Feb-2020
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)O/N 53,984 0.900 1.010 0.900 0.96916 53,984 53,984 T/N 2,000 1.010 1.010 1.010 1.010 2,000 2,000 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 55,984 0.000 0.000 0.000 0.000 55,984 55,984 less than 1 month (not incl. of O/N,T/N,call)1/ 1,100 0.995 1.000 1.000 0.998 19,360 29,160 1 month 2/ 0.000 0.000 0.000 0.000 0.000 3,500 1,200 2 month 3/ 0.000 0.000 0.000 0.000 0.000 12,300 14,450 3 month 4/ 0.000 0.000 0.000 0.000 0.000 10,950 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 1,100 0.000 0.000 0.000 0.000 80,716 80,716 Grand Total 57,084 0.900 1.010 0.900 0.97115 136,700 136,700 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand