BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 2-Sep-2020

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

O/N                            37,740    0.400    0.500    0.400    0.45693    37,740    37,740
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                          37,740    0.000    0.000    0.000      0.000    37,740    37,740
less than 1 month (not
 incl. of O/N,T/N,call)1/       7,300    0.485    0.500    0.500      0.494    22,300    24,600
1 month 2/                      0.000    0.000    0.000    0.000      0.000       100     1,100
2 month 3/                      0.000    0.000    0.000    0.000      0.000     5,800     4,750
3 month 4/                      0.000    0.000    0.000    0.000      0.000     4,650     4,400
6 month 5/                      0.000    0.000    0.000    0.000      0.000    29,000    27,000
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         7,300    0.000    0.000    0.000      0.000    61,850    61,850
Grand Total                    45,040    0.400    0.500    0.400    0.46298    99,590    99,590
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand