As of: 17-Feb-2020
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)O/N 51,889 0.900 1.010 0.900 0.97117 51,889 51,889 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 53,889 0.000 0.000 0.000 0.000 53,889 53,889 less than 1 month (not incl. of O/N,T/N,call)1/ 4,100 0.985 0.995 0.990 0.990 17,560 28,560 1 month 2/ 0.000 0.000 0.000 0.000 0.000 3,500 500 2 month 3/ 0.000 0.000 0.000 0.000 0.000 12,300 13,950 3 month 4/ 0.000 0.000 0.000 0.000 0.000 18,756 10,906 6 month 5/ 0.000 0.000 0.000 0.000 0.000 1,800 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 4,100 0.000 0.000 0.000 0.000 53,916 53,916 Grand Total 57,989 0.900 1.010 0.900 0.97382 107,805 107,805 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand