As of: 20-Jul-2020
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)O/N 34,711 0.400 0.500 0.480 0.47032 34,711 34,711 T/N 1,000 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 35,711 0.000 0.000 0.000 0.000 34,711 34,711 less than 1 month (not incl. of O/N,T/N,call)1/ 2,900 0.480 0.500 0.500 0.496 16,950 23,250 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 25,300 3 month 4/ 0.000 0.000 0.000 0.000 0.000 1,300 5,000 6 month 5/ 10,000 0.838 0.838 0.838 0.838 38,500 10,000 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 12,900 0.000 0.000 0.000 0.000 63,550 63,550 Grand Total 48,611 0.400 0.838 0.480 0.54810 98,261 98,261 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand