BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 10-Jun-2020

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

O/N                              70,272    0.400    0.510    0.480    0.47465     70,272     70,272
T/N                               2,000    0.510    0.510    0.510      0.510      3,300      3,300
Call                              0.000    0.000    0.000    0.000      0.000      0.000      0.000
Total                            72,272    0.000    0.000    0.000      0.000     73,572     73,572
less than 1 month (not
 incl. of O/N,T/N,call)1/         2,000    0.500    0.500    0.500      0.500     23,650     33,720
1 month 2/                        0.000    0.000    0.000    0.000      0.000        300      3,300
2 month 3/                        2,000    0.590    0.590    0.590      0.590      8,820      6,300
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           4,000    0.000    0.000    0.000      0.000     71,820     71,820
Grand Total                      76,272    0.400    0.590    0.480    0.47927    145,392    145,392
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand