As of: 15-Jul-2020
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)O/N 42,136 0.400 0.500 0.480 0.47561 42,136 42,136 T/N 1,500 0.495 0.495 0.495 0.495 0.000 0.000 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 43,636 0.000 0.000 0.000 0.000 42,136 42,136 less than 1 month (not incl. of O/N,T/N,call)1/ 3,100 0.485 0.495 0.495 0.491 21,350 27,650 1 month 2/ 0.000 0.000 0.000 0.000 0.000 0.000 0.000 2 month 3/ 0.000 0.000 0.000 0.000 0.000 6,800 15,300 3 month 4/ 0.000 0.000 0.000 0.000 0.000 1,300 15,000 6 month 5/ 0.000 0.000 0.000 0.000 0.000 28,500 0.000 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 3,100 0.000 0.000 0.000 0.000 57,950 57,950 Grand Total 46,736 0.400 0.500 0.480 0.47727 100,086 100,086 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand