BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 20-May-2020

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

O/N                              58,139    0.400    0.500    0.480    0.47283     58,139     58,139
T/N                               2,000    0.510    0.510    0.510      0.510      0.000      0.000
Call                              0.000    0.000    0.000    0.000      0.000      0.000      0.000
Total                            60,139    0.000    0.000    0.000      0.000     58,139     58,139
less than 1 month (not
 incl. of O/N,T/N,call)1/        23,900    0.480    0.500    0.500      0.492     25,400     42,200
1 month 2/                        0.000    0.000    0.000    0.000      0.000      0.000      5,700
2 month 3/                        0.000    0.000    0.000    0.000      0.000      9,620      6,770
3 month 4/                        0.000    0.000    0.000    0.000      0.000     20,450        800
6 month 5/                        0.000    0.000    0.000    0.000      0.000     28,500     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          23,900    0.000    0.000    0.000      0.000     83,970     83,970
Grand Total                      84,039    0.400    0.510    0.480    0.47927    142,109    142,109
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand