BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 26-May-2020

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

O/N                            52,811    0.400    0.510    0.480    0.47058     52,811     52,811
T/N                             3,300    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                          56,111    0.000    0.000    0.000      0.000     55,811     55,811
less than 1 month (not
 incl. of O/N,T/N,call)1/       6,150    0.480    0.498    0.490      0.493     35,370     53,370
1 month 2/                      0.000    0.000    0.000    0.000      0.000      0.000      6,400
2 month 3/                      0.000    0.000    0.000    0.000      0.000      8,420      3,670
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         6,150    0.000    0.000    0.000      0.000     92,740     92,740
Grand Total                    62,261    0.400    0.510    0.480    0.47485    148,551    148,551
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand