As of: 20-Feb-2020
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)O/N 52,358 0.900 1.010 0.900 0.97939 52,358 52,358 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 54,358 0.000 0.000 0.000 0.000 54,358 54,358 less than 1 month (not incl. of O/N,T/N,call)1/ 1,800 0.995 1.000 0.995 0.997 19,380 30,080 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 12,000 9,400 3 month 4/ 0.000 0.000 0.000 0.000 0.000 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 1,800 0.000 0.000 0.000 0.000 56,436 56,436 Grand Total 56,158 0.900 1.010 0.900 0.98104 110,794 110,794 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand