As of: 28-Feb-2020
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)O/N 51,078 0.900 1.010 1.000 0.98619 51,078 51,078 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 53,078 0.000 0.000 0.000 0.000 53,078 53,078 less than 1 month (not incl. of O/N,T/N,call)1/ 3,000 0.998 0.998 0.998 0.998 9,650 15,050 1 month 2/ 0.000 0.000 0.000 0.000 0.000 3,500 13,950 2 month 3/ 1,000 1.070 1.090 n.a. 1.080 11,400 12,606 3 month 4/ 1,800 1.090 1.123 1.123 1.118 18,856 3,600 6 month 5/ 1,500 1.230 1.230 1.230 1.230 3,300 1,500 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 7,300 0.000 0.000 0.000 0.000 46,706 46,706 Grand Total 60,378 0.900 1.230 1.000 0.99910 99,784 99,784 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand