BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 3-Sep-2020

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

O/N                               43,946    0.400    0.500    0.400    0.46310     43,946     43,946
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                             43,946    0.000    0.000    0.000      0.000     43,946     43,946
less than 1 month (not
 incl. of O/N,T/N,call)1/          1,800    0.495    0.500    0.500      0.498     19,400     21,700
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/                     5,000.000    0.838    0.838    0.838      0.838     34,000     32,000
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            6,800    0.000    0.000    0.000      0.000     63,950     63,950
Grand Total                       50,746    0.400    0.838    0.400    0.50128    107,896    107,896
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand