BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 27-Mar-2020

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

O/N                            42,218    0.650    0.755    0.650    0.72344    42,218    42,218
T/N                             1,600    0.750    0.760    0.760      0.756       600       600
Call                            0.000    0.000    0.000    0.000      0.000     0.000     0.000
Total                          43,818    0.000    0.000    0.000      0.000    42,818    42,818
less than 1 month (not
 incl. of O/N,T/N,call)1/       4,910    0.740    0.770    0.740      0.747    18,110    22,860
1 month 2/                      0.000    0.000    0.000    0.000      0.000     0.000     4,300
2 month 3/                      4,100    0.820    0.845    0.845      0.841     9,450     8,200
3 month 4/                      3,000    0.840    0.840    0.840      0.840    18,800    11,300
6 month 5/                      0.000    0.000    0.000    0.000      0.000     3,800     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        12,010    0.000    0.000    0.000      0.000    50,160    50,160
Grand Total                    55,828    0.650    0.845    0.740    0.74136    92,978    92,978
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand