BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 16-Jun-2020

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

O/N                            65,206    0.400    0.510    0.400    0.47059     65,206     65,206
T/N                             2,300    0.510    0.510    0.510      0.510      3,100      3,100
Call                            0.000    0.000    0.000    0.000      0.000      0.000      0.000
Total                          67,506    0.000    0.000    0.000      0.000     68,306     68,306
less than 1 month (not
 incl. of O/N,T/N,call)1/       3,685    0.480    0.500    0.500      0.494     19,985     32,955
1 month 2/                      0.000    0.000    0.000    0.000      0.000        300          0
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         3,685    0.000    0.000    0.000      0.000     67,755     67,755
Grand Total                    71,191    0.400    0.510    0.400    0.47307    136,061    136,061
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand