BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 04-Aug-2020

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

O/N                            51,695    0.400    0.500    0.490    0.47152     51,695     51,695
T/N                             0.000    0.000    0.000    0.000      0.000      2,000      2,000
Call                            0.000    0.000    0.000    0.000      0.000      0.000      0.000
Total                          51,695    0.000    0.000    0.000      0.000     53,695     53,695
less than 1 month (not
 incl. of O/N,T/N,call)1/       1,000    0.495    0.495    0.495      0.495     17,250     22,250
1 month 2/                      0.000    0.000    0.000    0.000      0.000        900      1,700
2 month 3/                      0.000    0.000    0.000    0.000      0.000      5,100     28,300
3 month 4/                      0.000    0.000    0.000    0.000      0.000        750    250.000
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         1,000    0.000    0.000    0.000      0.000     62,500     62,500
Grand Total                    52,695    0.400    0.500    0.490    0.47197    116,195    116,195
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand