FM_RT_007 Interbank Transactions

Service Manager Financial Market Data Team

Frequency

From

To

( 30 DEC 2010 - 16 JUL 2026 )

Last Updated : 17 Jul 2026 10:00

		16 JUL 2026							15 JUL 2026							14 JUL 2026							13 JUL 2026							10 JUL 2026							09 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	59,539	0.90000	1.01000	0.90000	0.96371	59,539	59,539	54,981	0.90000	1.00000	0.90000	0.95842	54,981	54,981	50,430	0.90000	1.00000	0.90000	0.95322	50,430	50,430	42,563	0.90000	1.00000	0.90000	0.95746	42,563	42,563	55,237	0.90000	1.00000	0.90000	0.97007	55,237	55,237	55,248	0.90000	1.00000	0.90000	0.97064	55,248	55,248
3	T/N
4	Overnight Forward Start 1/
5	Call
6	Total	59,539					59,539	59,539	54,981					54,981	54,981	50,430					50,430	50,430	42,563					42,563	42,563	55,237					55,237	55,237	55,248					55,248	55,248
7	Term
8	less than 1 month (not inclusive of O/N, T/N, O/N Forward Start, call)	10,700	0.98000	1.00000	0.99500	0.99536	81,650	95,750	16,900	0.99000	1.00000	0.99500	0.99732	75,700	89,800	9,900	0.99000	1.00000	0.99500	0.99525	71,850	85,950	10,750	0.98500	0.99800	0.99500	0.99410	69,650	85,250	13,900	0.99000	1.05000	0.99000	0.99371	79,180	88,480	5,400	0.99000	1.00000	0.99500	0.99685	75,830	82,130
9	1 month						9,580	5,280						9,580	3,280						9,580	3,280	1,780	0.98500	0.99500	0.98500	0.98657	9,580	4,780	1,500	0.98500	0.98500	0.98500	0.98500	7,800	9,300						6,300	10,800
10	2 month						11,500	5,300						11,500	7,300						11,500	7,300						14,500	7,300						14,500	7,300						14,500	7,300
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	10,700					107,830	107,830	16,900					101,880	101,880	9,900					98,030	98,030	12,530					98,830	98,830	15,400					106,580	106,580	5,400					101,730	101,730
16	Grand Total	70,239	0.90000	1.01000	0.90000	0.96853	167,369	167,369	71,881	0.90000	1.00000	0.90000	0.96756	156,861	156,861	60,330	0.90000	1.00000	0.90000	0.96011	148,460	148,460	55,093	0.90000	1.00000	0.90000	0.96555	141,393	141,393	70,637	0.90000	1.05000	0.99000	0.97504	161,817	161,817	60,648	0.90000	1.00000	0.90000	0.97297	156,978	156,978

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

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