BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 25-Jun-2020

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

O/N                            52,445    0.400    0.500    0.400    0.46324     52,445     52,445
T/N                             0.000    0.000    0.000    0.000      0.000      1,500      1,500
Call                            0.000    0.000    0.000    0.000      0.000      0.000      0.000
Total                          52,445    0.000    0.000    0.000      0.000     53,945     53,945
less than 1 month (not
 incl. of O/N,T/N,call)1/       3,200    0.485    0.500    0.500      0.495     18,650     25,320
1 month 2/                      0.000    0.000    0.000    0.000      0.000      0.000      2,400
2 month 3/                      0.000    0.000    0.000    0.000      0.000      8,120      5,400
3 month 4/                      0.000    0.000    0.000    0.000      0.000      4,850     27,000
6 month 5/                      0.000    0.000    0.000    0.000      0.000     28,500      0.000
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         3,200    0.000    0.000    0.000      0.000     60,120     60,120
Grand Total                    55,645    0.400    0.500    0.400    0.46508    114,065    114,065
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand