BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 01-Jun-2020

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

O/N                            65,121    0.400    0.510    0.480    0.46790     65,121     65,121
T/N                             3,500    0.510    0.510    0.510      0.510      2,300      2,300
Call                            0.000    0.000    0.000    0.000      0.000      0.000      0.000
Total                          68,621    0.000    0.000    0.000      0.000     67,421     67,421
less than 1 month (not
 incl. of O/N,T/N,call)1/      14,100    0.480    0.500    0.490      0.490     26,400     43,000
1 month 2/                      0.000    0.000    0.000    0.000      0.000        300      3,370
2 month 3/                      0.000    0.000    0.000    0.000      0.000      7,820      7,100
3 month 4/                      0.000    0.000    0.000    0.000      0.000     19,450      2,000
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        14,100    0.000    0.000    0.000      0.000     82,470     82,470
Grand Total                    82,721    0.400    0.510    0.480    0.47340    149,891    149,891
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand