As of: 18-Mar-2020
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)O/N 57,399 0.900 1.010 0.980 0.97140 57,399 57,399 T/N 2,600 1.000 1.010 1.010 1.008 4,300 4,300 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 59,999 0.000 0.000 0.000 0.000 61,699 61,699 less than 1 month (not incl. of O/N,T/N,call)1/ 1,300 0.990 0.998 0.990 0.993 19,560 34,510 1 month 2/ 0.000 0.000 0.000 0.000 0.000 0.000 0 2 month 3/ 500 1.090 1.090 1.090 1.090 10,500 6,900 3 month 4/ 2,000 1.111 1.111 1.111 1.111 13,050 3,500 6 month 5/ 2,000 1.219 1.219 1.219 1.219 5,300 3,500 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 5,800 0.000 0.000 0.000 0.000 48,410 48,410 Grand Total 65,799 0.900 1.219 0.980 0.98593 110,109 110,109 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand