As of: 26-Feb-2020
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)O/N 52,344 0.900 1.010 0.900 0.97654 52,344 52,344 T/N 1,000 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 53,344 0.000 0.000 0.000 0.000 54,344 54,344 less than 1 month (not incl. of O/N,T/N,call)1/ 4,200 0.985 0.990 0.990 0.989 18,160 26,360 1 month 2/ 0.000 0.000 0.000 0.000 0.000 3,500 13,700 2 month 3/ 0.000 0.000 0.000 0.000 0.000 12,000 12,356 3 month 4/ 500 1.095 1.095 1.095 1.095 18,756 1,800 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 4,700 0.000 0.000 0.000 0.000 54,216 54,216 Grand Total 58,044 0.900 1.095 0.900 0.97901 108,560 108,560 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand