BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 31-Mar-2020

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

O/N                              32,100    0.650    0.760    0.650    0.71062    32,100    32,100
T/N                                 600    0.750    0.750    0.750      0.750     0.000     0.000
Call                              0.000    0.000    0.000    0.000      0.000     0.000     0.000
Total                            32,700    0.000    0.000    0.000      0.000    32,100    32,100
less than 1 month (not
 incl. of O/N,T/N,call)1/         2,600    0.730    0.795     n.a.      0.742     9,300    12,050
1 month 2/                        0.000    0.000    0.000    0.000      0.000     0.000     4,100
2 month 3/                          200    0.850    0.850    0.850      0.850    11,250    14,300
3 month 4/                        1,100    0.840    0.870     n.a.      0.852    18,500     8,900
6 month 5/                       25,000    1.081    1.081    1.081      1.081    28,800    28,500
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          28,900    0.000    0.000    0.000      0.000    67,850    67,850
Grand Total                      61,600    0.650    1.081    0.650    0.86544    99,950    99,950
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand