As of: 12-Feb-2020
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)O/N 48,162 0.900 1.010 0.980 0.97894 48,162 48,162 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 50,162 0.000 0.000 0.000 0.000 50,162 50,162 less than 1 month (not incl. of O/N,T/N,call)1/ 7,400 0.985 1.000 0.990 0.993 21,460 31,260 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 7,400 0.000 0.000 0.000 0.000 82,816 82,816 Grand Total 57,562 0.900 1.010 0.980 0.98178 132,978 132,978 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand