BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 13-Jul-2020

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

O/N                            55,388    0.400    0.505    0.400    0.46129     55,388     55,388
T/N                               400    0.495    0.495    0.495      0.495      0.000      0.000
Call                            0.000    0.000    0.000    0.000      0.000      0.000      0.000
Total                          55,788    0.000    0.000    0.000      0.000     55,388     55,388
less than 1 month (not
 incl. of O/N,T/N,call)1/       3,700    0.485    0.500    0.485      0.489     22,750     28,550
1 month 2/                      0.000    0.000    0.000    0.000      0.000      0.000        500
2 month 3/                      0.000    0.000    0.000    0.000      0.000      6,800      3,300
3 month 4/                      0.000    0.000    0.000    0.000      0.000      1,300     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         3,700    0.000    0.000    0.000      0.000     59,350     59,350
Grand Total                    59,488    0.400    0.505    0.400    0.46327    114,738    114,738
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand