BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 05-Jun-2020

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

O/N                              76,462    0.400    0.510    0.480    0.47093     76,462     76,462
T/N                               1,500    0.510    0.510    0.510      0.510      1,200      1,200
Call                              0.000    0.000    0.000    0.000      0.000      0.000      0.000
Total                            77,962    0.000    0.000    0.000      0.000     77,662     77,662
less than 1 month (not
 incl. of O/N,T/N,call)1/         6,700    0.480    0.500    0.500      0.493     27,700     36,700
1 month 2/                        0.000    0.000    0.000    0.000      0.000        300      5,370
2 month 3/                        0.000    0.000    0.000    0.000      0.000      7,820      4,300
3 month 4/                        0.000    0.000    0.000    0.000      0.000     10,550      1,500
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           6,700    0.000    0.000    0.000      0.000     74,870     74,870
Grand Total                      84,662    0.400    0.510    0.480    0.47333    152,532    152,532
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand