BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 23-Sep-2020

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

O/N                            49,704    0.400    0.500    0.480    0.47263     49,704     49,704
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                          49,704    0.000    0.000    0.000      0.000     49,704     49,704
less than 1 month (not
 incl. of O/N,T/N,call)1/      15,900    0.480    0.500    0.500      0.492     21,000     22,950
1 month 2/                      0.000    0.000    0.000    0.000      0.000        100      2,900
2 month 3/                      0.000    0.000    0.000    0.000      0.000      5,500      5,400
3 month 4/                      0.000    0.000    0.000    0.000      0.000      6,650      2,000
6 month 5/                      0.000    0.000    0.000    0.000      0.000     32,000     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        15,900    0.000    0.000    0.000      0.000     65,250     65,250
Grand Total                    65,604    0.400    0.500    0.490    0.47736    114,954    114,954
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand