BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 25-Mar-2020

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

O/N                              48,940    0.650    0.760    0.650    0.72498    48,940    48,940
T/N                               2,700    0.750    0.760    0.760      0.758     4,100     4,100
Call                              0.000    0.000    0.000    0.000      0.000     0.000     0.000
Total                            51,640    0.000    0.000    0.000      0.000    53,040    53,040
less than 1 month (not
 incl. of O/N,T/N,call)1/        11,910    0.730    0.755    0.750      0.745    16,490    25,390
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     6,000     6,400
3 month 4/                        0.000    0.000    0.000    0.000      0.000    11,500     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          11,910    0.000    0.000    0.000      0.000    39,290    39,290
Grand Total                      63,550    0.650    0.760    0.750    0.73011    92,330    92,330
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand