BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 13-Feb-2020

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

O/N                            55,436    0.900    1.010    0.980    0.96723     55,436     55,436
T/N                             2,450    0.990    1.010    1.010      1.006      2,000      2,000
Call                            0.000    0.000    0.000    0.000      0.000      0.000      0.000
Total                          57,886    0.000    0.000    0.000      0.000     57,436     57,436
less than 1 month (not
 incl. of O/N,T/N,call)1/         800    1.000    1.000    1.000      1.000     17,310     27,110
1 month 2/                      0.000    0.000    0.000    0.000      0.000      3,500      1,200
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           800    0.000    0.000    0.000      0.000     78,666     78,666
Grand Total                    58,686    0.900    1.010    0.980    0.96931    136,102    136,102
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand