As of: 27-May-2020
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)O/N 47,894 0.400 0.500 0.480 0.47422 47,894 47,894 T/N 3,500 0.510 0.510 0.510 0.510 3,300 3,300 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 51,394 0.000 0.000 0.000 0.000 51,194 51,194 less than 1 month (not incl. of O/N,T/N,call)1/ 2,500 0.490 0.500 0.490 0.492 33,770 50,770 1 month 2/ 300 0.495 0.495 0.495 0.495 300 6,800 2 month 3/ 0.000 0.000 0.000 0.000 0.000 7,420 4,370 3 month 4/ 0.000 0.000 0.000 0.000 0.000 20,450 1,500 6 month 5/ 0.000 0.000 0.000 0.000 0.000 28,500 27,000 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 2,800 0.000 0.000 0.000 0.000 90,440 90,440 Grand Total 54,194 0.400 0.510 0.480 0.47747 141,634 141,634 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand