As of: 09-Sep-2020
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)O/N 46,550 0.400 0.505 0.480 0.47406 46,550 46,550 T/N 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Call 0.000 0.000 0.000 0.000 0.000 0.000 0.000 Total 46,550 0.000 0.000 0.000 0.000 46,550 46,550 less than 1 month (not incl. of O/N,T/N,call)1/ 9,150 0.480 0.750 0.495 0.564 21,100 24,500 1 month 2/ 0.000 0.000 0.000 0.000 0.000 100 0.000 2 month 3/ 0.000 0.000 0.000 0.000 0.000 5,800 4,750 3 month 4/ 2,000 0.645 0.645 0.645 0.645 6,650 6,400 6 month 5/ 0.000 0.000 0.000 0.000 0.000 34,000 32,000 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 11,150 0.000 0.000 0.000 0.000 67,650 67,650 Grand Total 57,700 0.400 0.750 0.500 0.49422 114,200 114,200 Remark: 1/ Overnight Forward Start transaction data start on August,1 2016 onward Source: Bank of Thailand