BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 17-Jun-2020

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

O/N                            51,832    0.400    0.505    0.480    0.47528     51,832     51,832
T/N                             1,200    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                          53,032    0.000    0.000    0.000      0.000     54,132     54,132
less than 1 month (not
 incl. of O/N,T/N,call)1/       4,900    0.480    0.500    0.485      0.489     24,285     37,255
1 month 2/                      0.000    0.000    0.000    0.000      0.000        300      0.000
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         4,900    0.000    0.000    0.000      0.000     72,055     72,055
Grand Total                    57,932    0.400    0.510    0.480    0.47720    126,187    126,187
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand