FM_RT_007 Interbank Transactions
Service Manager Wanchai (66(0)2283-5633) Achara (66(0)2356-7401)   
  Last Updated : 02 Mar 2021 10:00   
  01 MAR 2021       25 FEB 2021       24 FEB 2021       23 FEB 2021       22 FEB 2021       19 FEB 2021       
  Volume (mil. Baht)Interest Rate : minInterest Rate : maxInterest Rate : modeInterest Rate : weighted averageOustanding Original Maturity (mil. baht)Outstanding TTM (mil. baht)Volume (mil. Baht)Interest Rate : minInterest Rate : maxInterest Rate : modeInterest Rate : weighted averageOustanding Original Maturity (mil. baht)Outstanding TTM (mil. baht)Volume (mil. Baht)Interest Rate : minInterest Rate : maxInterest Rate : modeInterest Rate : weighted averageOustanding Original Maturity (mil. baht)Outstanding TTM (mil. baht)Volume (mil. Baht)Interest Rate : minInterest Rate : maxInterest Rate : modeInterest Rate : weighted averageOustanding Original Maturity (mil. baht)Outstanding TTM (mil. baht)Volume (mil. Baht)Interest Rate : minInterest Rate : maxInterest Rate : modeInterest Rate : weighted averageOustanding Original Maturity (mil. baht)Outstanding TTM (mil. baht)Volume (mil. Baht)Interest Rate : minInterest Rate : maxInterest Rate : modeInterest Rate : weighted averageOustanding Original Maturity (mil. baht)Outstanding TTM (mil. baht)
1     O/N49,0170.400000.500000.490000.4689349,01749,01733,7420.400000.500000.400000.4697433,74233,74248,7820.400000.505000.400000.4660548,78248,78248,1900.400000.505000.400000.4611348,19048,19046,5390.400000.505000.400000.4601946,53946,53947,1480.400000.510000.400000.4572147,14847,148
2     T/N                                          
3Overnight Forward Start 1/                                          
4     Call                                          
5Total49,017    49,01749,01733,742    33,74233,74248,782    48,78248,78248,190    48,19048,19046,539    46,53946,53947,148    47,14847,148
6     less than 1 month (not inclusive of O/N, T/N, O/N Forward Start, call)10,7100.480000.505000.490000.4897720,71021,6104,0500.495000.498000.495000.4961511,55012,4501,5000.498000.505000.505000.5022014,36015,3601,4000.495000.495000.495000.4950016,16017,1602,8500.485000.505000.490000.4950017,86018,8601,4000.495000.49800n.a.0.4965016,46017,460
7     1 month     4004,700     4005,000     4005,000     4002,700     4001,500     400500
8     2 month5000.595000.595000.595000.595006,00011,800     6,00011,500     6,10011,500     6,10013,100     6,10014,300     6,10015,300
9     3 month     5,2004,000     5,2004,000     5,200      5,200700     5,200700     5,200700
10     6 month     74,80065,000     74,80065,000     74,80069,000     74,80069,000     74,80069,000     74,80069,000
11     9 month                                          
12     12 month                                          
13Total Term Transactions11,210    107,110107,1104,050    97,95097,9501,500    100,860100,8601,400    102,660102,6602,850    104,360104,3601,400    102,960102,960
14Grand Total60,2270.400000.595000.490000.47368156,127156,12737,7920.400000.500000.400000.47257131,692131,69250,2820.400000.505000.400000.46713149,642149,64249,5900.400000.505000.400000.46209150,850150,85049,3890.400000.505000.400000.46220150,899150,89948,5480.400000.510000.400000.45834150,108150,108

Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward