As of: 02-Jun-2020
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)O/N 65,483 0.400 0.510 0.400 0.46728 65,483 65,483 T/N 2,300 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 67,783 0.000 0.000 0.000 0.000 68,983 68,983 less than 1 month (not incl. of O/N,T/N,call)1/ 4,000 0.490 0.495 0.495 0.493 26,400 43,000 1 month 2/ 0.000 0.000 0.000 0.000 0.000 300 3,370 2 month 3/ 0.000 0.000 0.000 0.000 0.000 7,820 7,100 3 month 4/ 0.000 0.000 0.000 0.000 0.000 19,450 2,000 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 4,000 0.000 0.000 0.000 0.000 82,470 82,470 Grand Total 71,783 0.400 0.510 0.400 0.47005 151,453 151,453 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand