FM_RT_007 Interbank Transactions

Service Manager Financial Market Data Team

Frequency

From

To

( 30 DEC 2010 - 28 MAY 2026 )

Last Updated : 29 May 2026 10:00

		28 MAY 2026							27 MAY 2026							26 MAY 2026							25 MAY 2026							22 MAY 2026							21 MAY 2026
		Volume (mil. Baht)	Interest Rate : min	Interest Rate : max	Interest Rate : mode	Interest Rate : weighted average	Oustanding Original Maturity (mil. baht)	Outstanding TTM (mil. baht)	Volume (mil. Baht)	Interest Rate : min	Interest Rate : max	Interest Rate : mode	Interest Rate : weighted average	Oustanding Original Maturity (mil. baht)	Outstanding TTM (mil. baht)	Volume (mil. Baht)	Interest Rate : min	Interest Rate : max	Interest Rate : mode	Interest Rate : weighted average	Oustanding Original Maturity (mil. baht)	Outstanding TTM (mil. baht)	Volume (mil. Baht)	Interest Rate : min	Interest Rate : max	Interest Rate : mode	Interest Rate : weighted average	Oustanding Original Maturity (mil. baht)	Outstanding TTM (mil. baht)	Volume (mil. Baht)	Interest Rate : min	Interest Rate : max	Interest Rate : mode	Interest Rate : weighted average	Oustanding Original Maturity (mil. baht)	Outstanding TTM (mil. baht)	Volume (mil. Baht)	Interest Rate : min	Interest Rate : max	Interest Rate : mode	Interest Rate : weighted average	Oustanding Original Maturity (mil. baht)	Outstanding TTM (mil. baht)
1	Tenor
2	O/N	56,023	0.90000	1.01000	0.90000	0.95885	56,023	56,023	45,791	0.90000	1.00000	0.90000	0.95203	45,791	45,791	52,897	0.90000	1.00000	0.90000	0.96128	52,897	52,897	43,943	0.90000	1.01000	0.90000	0.95756	43,943	43,943	46,971	0.90000	1.01000	0.90000	0.95848	46,971	46,971	45,014	0.90000	1.00000	0.90000	0.96513	45,014	45,014
3	T/N
4	Overnight Forward Start 1/
5	Call
6	Total	56,023					56,023	56,023	45,791					45,791	45,791	52,897					52,897	52,897	43,943					43,943	43,943	46,971					46,971	46,971	45,014					45,014	45,014
7	Term
8	less than 1 month (not inclusive of O/N, T/N, O/N Forward Start, call)	9,050	0.99500	0.99900	0.99800	0.99695	59,900	76,125	13,250	0.90000	1.00000	0.99500	0.99104	57,450	73,675	12,750	0.99000	1.00000	0.99000	0.99427	56,950	73,175	10,100	0.99000	1.02000	1.00000	0.99812	55,000	71,225	11,300	0.99000	0.99800	0.99000	0.99372	56,250	72,475	9,900	0.98000	1.00000	1.00000	0.99737	54,050	70,275
9	1 month						19,075	4,650						19,075	4,650						19,075	4,650						19,075	4,650						19,075	4,650	4,650	0.98500	0.98500	0.98500	0.98500	19,075	4,650
10	2 month						1,800							1,800							1,800							1,800							1,800							1,800
11	3 month
12	6 month
13	9 month
14	12 month
15	Total Term Transactions	9,050					80,775	80,775	13,250					78,325	78,325	12,750					77,825	77,825	10,100					75,875	75,875	11,300					77,125	77,125	14,550					74,925	74,925
16	Grand Total	65,073	0.90000	1.01000	0.90000	0.96415	136,798	136,798	59,041	0.90000	1.00000	0.90000	0.96078	124,116	124,116	65,647	0.90000	1.00000	0.90000	0.96769	130,722	130,722	54,043	0.90000	1.02000	0.90000	0.96514	119,818	119,818	58,271	0.90000	1.01000	0.90000	0.96531	124,096	124,096	59,564	0.90000	1.00000	0.90000	0.97204	119,939	119,939

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

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