BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 26-Mar-2020

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

O/N                              50,550    0.650    0.760    0.750    0.72525    50,550    50,550
T/N                                 600    0.750    0.750    0.750      0.750     2,700     2,700
Call                              0.000    0.000    0.000    0.000      0.000     0.000     0.000
Total                            51,150    0.000    0.000    0.000      0.000    53,250    53,250
less than 1 month (not
 incl. of O/N,T/N,call)1/         3,700    0.740    0.770    0.770      0.755    17,610    26,510
1 month 2/                        0.000    0.000    0.000    0.000      0.000     0.000     4,300
2 month 3/                        0.000    0.000    0.000    0.000      0.000     6,000     4,100
3 month 4/                        6,300    0.860    0.870    0.870      0.864    17,800     8,300
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          10,000    0.000    0.000    0.000      0.000    46,710    46,710
Grand Total                      61,150    0.650    0.870    0.750    0.74164    99,960    99,960
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand