BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 07-Feb-2020

                                              Interest Rate               Oustanding Outstanding
                                  Volume     min      max     mode   weighted   Original        TTM
                              (mil.Baht)                              average   Maturity  (mil.baht)

O/N                            50,289    0.900    1.010    0.900    0.96782     50,289     50,289
T/N                             2,000    1.010    1.010    1.010      1.010      2,000      2,000
Call                            0.000    0.000    0.000    0.000      0.000      0.000      0.000
Total                          52,289    0.000    0.000    0.000      0.000     52,289     52,289
less than 1 month (not
 incl. of O/N,T/N,call)1/       1,350    1.000    1.000    1.000      1.000     21,160     27,860
1 month 2/                      1,200    1.070    1.070    1.070      1.070      3,500      4,300
2 month 3/                      0.000    0.000    0.000    0.000      0.000     12,300     14,450
3 month 4/                      0.000    0.000    0.000    0.000      0.000     10,950     35,906
6 month 5/                      0.000    0.000    0.000    0.000      0.000     34,606      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         2,550    0.000    0.000    0.000      0.000     82,516     82,516
Grand Total                    54,839    0.900    1.070    0.900    0.97239    134,805    134,805
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand