BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 15-Jun-2020

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

O/N                            61,750    0.400    0.510    0.480    0.47890     61,750     61,750
T/N                             3,100    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                          64,850    0.000    0.000    0.000      0.000     64,050     64,050
less than 1 month (not
 incl. of O/N,T/N,call)1/       7,000    0.485    0.500    0.500      0.493     20,550     32,920
1 month 2/                      0.000    0.000    0.000    0.000      0.000        300        600
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     10,150     13,500
6 month 5/                      0.000    0.000    0.000    0.000      0.000     28,500     15,000
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         7,000    0.000    0.000    0.000      0.000     68,320     68,320
Grand Total                    71,850    0.400    0.510    0.480    0.48161    132,370    132,370
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand