BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 12-Jun-2020

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

O/N                            71,048    0.400    0.510    0.480    0.47058     71,048     71,048
T/N                             2,300    0.510    0.510    0.510      0.510      3,500      3,500
Call                            0.000    0.000    0.000    0.000      0.000      0.000      0.000
Total                          73,348    0.000    0.000    0.000      0.000     74,548     74,548
less than 1 month (not
 incl. of O/N,T/N,call)1/       3,350    0.490    0.500    0.490      0.495     20,800     30,870
1 month 2/                      0.000    0.000    0.000    0.000      0.000        300      3,300
2 month 3/                      0.000    0.000    0.000    0.000      0.000      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         3,350    0.000    0.000    0.000      0.000     68,970     68,970
Grand Total                    76,698    0.400    0.510    0.480    0.47281    143,518    143,518
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand