As of: 18-Jun-2020
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)O/N 52,241 0.400 0.505 0.480 0.47484 52,241 52,241 T/N 1,000 0.510 0.510 0.510 0.510 1,200 1,200 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 53,241 0.000 0.000 0.000 0.000 53,441 53,441 less than 1 month (not incl. of O/N,T/N,call)1/ 2,700 0.480 0.500 n.a. 0.493 22,685 33,655 1 month 2/ 0.000 0.000 0.000 0.000 0.000 300 0.000 2 month 3/ 0.000 0.000 0.000 0.000 0.000 8,820 6,300 3 month 4/ 0.000 0.000 0.000 0.000 0.000 8,150 13,500 6 month 5/ 0.000 0.000 0.000 0.000 0.000 28,500 15,000 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 2,700 0.000 0.000 0.000 0.000 68,455 68,455 Grand Total 55,941 0.400 0.510 0.480 0.47634 121,896 121,896 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand