As of: 30-Mar-2020
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)O/N 45,965 0.650 0.750 0.650 0.70565 45,965 45,965 T/N 0.000 0.000 0.000 0.000 0.000 1,600 1,600 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 45,965 0.000 0.000 0.000 0.000 47,565 47,565 less than 1 month (not incl. of O/N,T/N,call)1/ 1,600 0.740 0.750 0.750 0.746 16,610 19,960 1 month 2/ 0.000 0.000 0.000 0.000 0.000 0.000 4,300 2 month 3/ 3,200 0.830 0.850 0.845 0.844 12,650 11,400 3 month 4/ 0.000 0.000 0.000 0.000 0.000 17,400 11,300 6 month 5/ 0.000 0.000 0.000 0.000 0.000 3,800 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 4,800 0.000 0.000 0.000 0.000 50,460 50,460 Grand Total 50,765 0.650 0.850 0.650 0.71566 98,025 98,025 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand