BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 15-Sep-2020

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

O/N                            42,840    0.400    0.500    0.400    0.47019     42,840     42,840
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                          42,840    0.000    0.000    0.000      0.000     42,840     42,840
less than 1 month (not
 incl. of O/N,T/N,call)1/       8,900    0.485    0.500    0.490      0.493     23,150     26,250
1 month 2/                      0.000    0.000    0.000    0.000      0.000        100        850
2 month 3/                      0.000    0.000    0.000    0.000      0.000      5,500      3,900
3 month 4/                      0.000    0.000    0.000    0.000      0.000      6,650      6,400
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         8,900    0.000    0.000    0.000      0.000     69,400     69,400
Grand Total                    51,740    0.400    0.500    0.490    0.47411    112,240    112,240
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand