As of: 09-Mar-2020
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)O/N 64,560 0.900 1.005 0.900 0.97047 64,560 64,560 T/N 1,000 1.010 1.010 1.010 1.010 1,300 1,300 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 65,560 0.000 0.000 0.000 0.000 65,860 65,860 less than 1 month (not incl. of O/N,T/N,call)1/ 9,300 0.980 1.000 1.000 0.995 20,760 35,210 1 month 2/ 0.000 0.000 0.000 0.000 0.000 0.000 500 2 month 3/ 0.000 0.000 0.000 0.000 0.000 10,000 13,206 3 month 4/ 0.000 0.000 0.000 0.000 0.000 18,856 2,500 6 month 5/ 0.000 0.000 0.000 0.000 0.000 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 9,300 0.000 0.000 0.000 0.000 52,916 52,916 Grand Total 74,860 0.900 1.010 1.000 0.97409 118,776 118,776 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand