BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 25-May-2020

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

O/N                            42,849    0.400    0.500    0.480    0.46914     42,849     42,849
T/N                             3,000    0.510    0.510    0.510      0.510      3,000      3,000
Call                            0.000    0.000    0.000    0.000      0.000      0.000      0.000
Total                          45,849    0.000    0.000    0.000      0.000     45,849     45,849
less than 1 month (not
 incl. of O/N,T/N,call)1/       4,280    0.480    0.495    0.480      0.482     31,820     49,820
1 month 2/                      0.000    0.000    0.000    0.000      0.000      0.000      5,300
2 month 3/                      0.000    0.000    0.000    0.000      0.000      8,420      4,770
3 month 4/                      0.000    0.000    0.000    0.000      0.000     20,450      2,300
6 month 5/                      0.000    0.000    0.000    0.000      0.000     28,500     27,000
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         4,280    0.000    0.000    0.000      0.000     89,190     89,190
Grand Total                    50,129    0.400    0.510    0.480    0.47269    135,039    135,039
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand