As of: 11-Mar-2020
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)O/N 55,854 0.900 1.005 0.990 0.97572 55,854 55,854 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 56,854 0.000 0.000 0.000 0.000 57,154 57,154 less than 1 month (not incl. of O/N,T/N,call)1/ 3,350 0.985 1.000 1.000 0.995 22,890 37,340 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 5,400 3 month 4/ 0.000 0.000 0.000 0.000 0.000 11,050 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 3,350 0.000 0.000 0.000 0.000 47,240 47,240 Grand Total 60,204 0.900 1.010 0.990 0.97736 104,394 104,394 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand