BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 08-Sep-2020

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

O/N                            42,595    0.400    0.500    0.400    0.46213     42,595     42,595
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                          42,595    0.000    0.000    0.000      0.000     42,595     42,595
less than 1 month (not
 incl. of O/N,T/N,call)1/       4,650    0.485    0.500    0.490      0.493     17,150     20,550
1 month 2/                      0.000    0.000    0.000    0.000      0.000        100      0.000
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     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         4,650    0.000    0.000    0.000      0.000     61,700     61,700
Grand Total                    47,245    0.400    0.500    0.400    0.46520    104,295    104,295
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand