As of: 19-Feb-2020
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)O/N 59,549 0.900 1.010 0.980 0.97905 59,549 59,549 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 61,549 0.000 0.000 0.000 0.000 61,549 61,549 less than 1 month (not incl. of O/N,T/N,call)1/ 4,580 0.990 1.000 1.000 0.997 19,880 30,880 1 month 2/ 0.000 0.000 0.000 0.000 0.000 3,500 6,050 2 month 3/ 0.000 0.000 0.000 0.000 0.000 12,300 9,400 3 month 4/ 1,000 1.130 1.130 1.130 1.130 19,756 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 5,580 0.000 0.000 0.000 0.000 57,236 57,236 Grand Total 67,129 0.900 1.130 1.000 0.98347 118,785 118,785 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand