As of: 28-May-2020
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)O/N 51,618 0.400 0.500 0.400 0.45496 51,618 51,618 T/N 8,500 0.510 0.510 0.510 0.510 3,500 3,500 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 60,118 0.000 0.000 0.000 0.000 55,118 55,118 less than 1 month (not incl. of O/N,T/N,call)1/ 2,900 0.485 0.500 0.485 0.490 31,070 46,570 1 month 2/ 0.000 0.000 0.000 0.000 0.000 300 6,800 2 month 3/ 1,000 0.580 0.580 0.580 0.580 8,420 5,370 3 month 4/ 0.000 0.000 0.000 0.000 0.000 18,950 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 3,900 0.000 0.000 0.000 0.000 87,240 87,240 Grand Total 64,018 0.400 0.580 0.400 0.46582 142,358 142,358 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand