BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 21-Jul-2020

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

O/N                            39,640    0.400    0.500    0.490    0.47223     39,640     39,640
T/N                             1,500    0.495    0.495    0.495      0.495      1,000      1,000
Call                            0.000    0.000    0.000    0.000      0.000      0.000      0.000
Total                          41,140    0.000    0.000    0.000      0.000     40,640     40,640
less than 1 month (not
 incl. of O/N,T/N,call)1/       5,300    0.485    0.500    0.495      0.493     17,550     23,850
1 month 2/                      0.000    0.000    0.000    0.000      0.000      0.000      0.000
2 month 3/                      0.000    0.000    0.000    0.000      0.000      6,800     25,300
3 month 4/                      0.000    0.000    0.000    0.000      0.000      1,300      5,000
6 month 5/                      0.000    0.000    0.000    0.000      0.000     38,500     10,000
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         5,300    0.000    0.000    0.000      0.000     64,150     64,150
Grand Total                    46,440    0.400    0.500    0.490    0.47535    104,790    104,790
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand