As of: 18-Feb-2020
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)O/N 52,078 0.900 1.010 0.980 0.97709 52,078 52,078 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 54,078 0.000 0.000 0.000 0.000 54,078 54,078 less than 1 month (not incl. of O/N,T/N,call)1/ 5,300 0.985 1.000 0.985 0.990 21,660 32,660 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 5,300 0.000 0.000 0.000 0.000 58,016 58,016 Grand Total 59,378 0.900 1.010 0.980 0.97935 112,094 112,094 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand