FM_RT_007 Interbank Transactions

Service Manager Financial Market Data Team

Frequency

From

To

( 30 DEC 2010 - 23 JUL 2026 )

Last Updated : 24 Jul 2026 10:00

		23 JUL 2026							22 JUL 2026							21 JUL 2026							20 JUL 2026							17 JUL 2026							16 JUL 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	64,264	0.90000	1.01000	0.90000	0.96666	64,264	64,264	53,128	0.90000	1.01000	0.90000	0.96838	53,128	53,128	72,139	0.90000	1.01000	0.90000	0.95948	72,139	72,139	60,867	0.90000	1.01000	0.90000	0.97031	60,867	60,867	66,507	0.90000	1.01000	0.90000	0.96771	66,507	66,507	59,539	0.90000	1.01000	0.90000	0.96371	59,539	59,539
3	T/N
4	Overnight Forward Start 1/
5	Call
6	Total	64,264					64,264	64,264	53,128					53,128	53,128	72,139					72,139	72,139	60,867					60,867	60,867	66,507					66,507	66,507	59,539					59,539	59,539
7	Term
8	less than 1 month (not inclusive of O/N, T/N, O/N Forward Start, call)	14,650	0.99000	1.05000	0.99500	0.99640	69,400	86,780	15,000	0.99000	0.99900	0.99500	0.99553	70,450	87,830	3,000	0.99000	1.00000	1.00000	0.99633	71,550	88,930	3,950	0.99500	0.99500	0.99500	0.99500	72,850	90,230	6,200	0.99000	0.99800	0.99000	0.99597	79,900	97,000	10,700	0.98000	1.00000	0.99500	0.99536	81,650	95,750
9	1 month						9,580	2,000						9,580	2,000						9,580	2,000						9,580	2,000						9,580	2,280						9,580	5,280
10	2 month						11,500	5,300						11,500	5,300						11,500	5,300						11,500	5,300						11,500	5,300						11,500	5,300
11	3 month						4,500	1,500						4,500	1,500						4,500	1,500						4,500	1,500						4,500	1,500						4,500	1,500
12	6 month						600							600							600							600							600							600
13	9 month
14	12 month
15	Total Term Transactions	14,650					95,580	95,580	15,000					96,630	96,630	3,000					97,730	97,730	3,950					99,030	99,030	6,200					106,080	106,080	10,700					107,830	107,830
16	Grand Total	78,914	0.90000	1.05000	0.90000	0.97218	159,844	159,844	68,128	0.90000	1.01000	0.90000	0.97436	149,758	149,758	75,139	0.90000	1.01000	0.90000	0.96095	169,869	169,869	64,817	0.90000	1.01000	0.90000	0.97181	159,897	159,897	72,707	0.90000	1.01000	0.90000	0.97012	172,587	172,587	70,239	0.90000	1.01000	0.90000	0.96853	167,369	167,369

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

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