BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 25-Feb-2020

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

O/N                             61,127    0.900    1.010    0.900    0.97728     61,127     61,127
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                           63,127    0.000    0.000    0.000      0.000     63,127     63,127
less than 1 month (not
 incl. of O/N,T/N,call)1/        3,050    0.985    0.990    0.990      0.988     16,410     26,110
1 month 2/                       0.000    0.000    0.000    0.000      0.000      3,500     13,200
2 month 3/                   1,000.000    1.090    1.090    1.090      1.090     13,000     12,856
3 month 4/                       0.000    0.000    0.000    0.000      0.000     18,756      1,300
6 month 5/                       0.000    0.000    0.000    0.000      0.000      1,800      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          4,050    0.000    0.000    0.000      0.000     53,466     53,466
Grand Total                     67,177    0.900    1.090    0.900    0.98044    116,593    116,593
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand