As of: 02-Mar-2020
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)O/N 73,628 0.900 1.010 0.900 0.97215 73,628 73,628 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 74,628 0.000 0.000 0.000 0.000 75,628 75,628 less than 1 month (not incl. of O/N,T/N,call)1/ 4,210 0.990 1.000 1.000 0.996 13,560 23,910 1 month 2/ 0.000 0.000 0.000 0.000 0.000 3,500 8,400 2 month 3/ 0.000 0.000 0.000 0.000 0.000 10,800 13,406 3 month 4/ 0.000 0.000 0.000 0.000 0.000 18,856 2,800 6 month 5/ 0.000 0.000 0.000 0.000 0.000 3,300 1,500.000 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 4,210 0.000 0.000 0.000 0.000 50,016 50,016 Grand Total 78,838 0.900 1.010 0.900 0.97392 125,644 125,644 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand