FM_RT_007 Interbank Transactions
Service Manager Wanchai (66(0)2283-5633) Achara (66(0)2356-7401)   
  Last Updated : 07 Jul 2020 10:00   
  03 JUL 2020       02 JUL 2020       01 JUL 2020       30 JUN 2020       29 JUN 2020       26 JUN 2020       
  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/N56,9320.400000.530000.490000.4673356,93256,93246,9600.400000.500000.480000.4721946,96046,96055,4770.400000.500000.490000.4724655,47755,47734,6100.400000.500000.490000.4711634,61034,61053,9060.400000.500000.400000.4612353,90653,90651,3580.400000.500000.490000.4650451,35851,358
2     T/N                                          
3Overnight Forward Start 1/                                          
4     Call                                          
5Total56,932    56,93256,93246,960    46,96046,96055,477    55,47755,47734,610    34,61034,61053,906    53,90653,90651,358    51,35851,358
6     less than 1 month (not inclusive of O/N, T/N, O/N Forward Start, call)1,1000.498000.500000.500000.4994523,20026,5003,2000.480000.495000.480000.4860924,80028,9705,0000.485000.500000.485000.4924223,18027,3507,0800.480000.500000.500000.4936321,68025,9502,7000.490000.498000.498000.4946319,40024,7702,7000.480000.54500n.a.0.4953719,60026,270
7     1 month      6,300      5,800      5,800      3,800      3,800      3,800
8     2 month     7,4003,300     7,7203,800     7,7203,8008000.700000.700000.700000.700007,8205,8001,0000.600000.600000.600000.600007,8205,000     8,1204,000
9     3 month     4,00027,000     4,55027,000     4,55027,000     4,55027,000     4,85027,000     4,85027,000
10     6 month     28,500      28,500      28,500      28,500      28,500      28,500 
11     9 month                                          
12     12 month                                          
13Total Term Transactions1,100    63,10063,1003,200    65,57065,5705,000    63,95063,9507,880    62,55062,5503,700    60,57060,5702,700    61,07061,070
14Grand Total58,0320.400000.530000.490000.46794120,032120,03250,1600.400000.500000.480000.47308112,530112,53060,4770.400000.500000.490000.47411119,427119,42742,4900.400000.700000.490000.4792197,16097,16057,6060.400000.600000.400000.46520114,476114,47654,0580.400000.545000.490000.46655112,428112,428

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