BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 11-Aug-2020

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

O/N                            50,480    0.400    0.500    0.400    0.46511     50,480     50,480
T/N                             0.000    0.000    0.000    0.000      0.000      0.000      0.000
Call                            0.000    0.000    0.000    0.000      0.000      0.000      0.000
Total                          50,480    0.000    0.000    0.000      0.000     50,480     50,480
less than 1 month (not
 incl. of O/N,T/N,call)1/       5,050    0.480    0.500    0.500      0.498     20,300     24,500
1 month 2/                      0.000    0.000    0.000    0.000      0.000        900        300
2 month 3/                      0.000    0.000    0.000    0.000      0.000      3,100     23,000
3 month 4/                      0.000    0.000    0.000    0.000      0.000        250        250
6 month 5/                      0.000    0.000    0.000    0.000      0.000     33,500     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         5,050    0.000    0.000    0.000      0.000     58,050     58,050
Grand Total                    55,530    0.400    0.500    0.400    0.46809    108,530    108,530
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand