BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 24-Aug-2020

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

O/N                            32,205    0.400    0.500    0.400    0.46424    32,205    32,205
T/N                             0.000    0.000    0.000    0.000      0.000     1,000     1,000
Call                            0.000    0.000    0.000    0.000      0.000     0.000     0.000
Total                          32,205    0.000    0.000    0.000      0.000    33,205    33,205
less than 1 month (not
 incl. of O/N,T/N,call)1/       6,100    0.490    0.500    0.495      0.496    16,150    20,650
1 month 2/                      0.000    0.000    0.000    0.000      0.000       900     2,000
2 month 3/                      0.000    0.000    0.000    0.000      0.000     4,400     2,550
3 month 4/                      2,200    0.685    0.685    0.685      0.685     4,450     4,200
6 month 5/                      0.000    0.000    0.000    0.000      0.000    25,500    22,000
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         8,300    0.000    0.000    0.000      0.000    51,400    51,400
Grand Total                    40,505    0.400    0.685    0.400    0.48101    84,605    84,605
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand