BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 24-Mar-2020

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

O/N                              50,758    0.650    0.760    0.650    0.72243    50,758    50,758
T/N                               4,100    0.750    0.760    0.760      0.759     4,100     4,100
Call                              0.000    0.000    0.000    0.000      0.000     0.000     0.000
Total                            54,858    0.000    0.000    0.000      0.000    54,858    54,858
less than 1 month (not
 incl. of O/N,T/N,call)1/         1,580    0.745    0.755    0.755      0.751    16,780    31,230
1 month 2/                        0.000    0.000    0.000    0.000      0.000     0.000     2,000
2 month 3/                        0.000    0.000    0.000    0.000      0.000    10,000     6,400
3 month 4/                        0.000    0.000    0.000    0.000      0.000    13,050     2,000
6 month 5/                        0.000    0.000    0.000    0.000      0.000     5,300     3,500
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           1,580    0.000    0.000    0.000      0.000    45,130    45,130
Grand Total                      56,438    0.650    0.760    0.650    0.72586    99,988    99,988
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand