BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 13-Aug-2019

                                            Interest Rate              Oustanding Outstanding
                               Volume      min      max     mode   weighted   Original     TTM
                           (mil.Baht)                                average  Maturity (mil.baht)

O/N                            43,713    1.400    1.510    1.400    1.46066    43,713    43,713
T/N                             0.000    0.000    0.000    0.000      0.000     3,500     3,500
Call                            0.000    0.000    0.000    0.000      0.000     0.000     0.000
Total                          43,713    0.000    0.000    0.000      0.000    47,213    47,213
less than 1 month (not
 incl. of O/N,T/N,call)1/       0.000    0.000    0.000    0.000      0.000    10,650    25,550
1 month 2/                      0.000    0.000    0.000    0.000      0.000     4,250     5,150
2 month 3/                      0.000    0.000    0.000    0.000      0.000     5,250     5,250
3 month 4/                      0.000    0.000    0.000    0.000      0.000     9,300     2,800
6 month 5/                      0.000    0.000    0.000    0.000      0.000     9,300     0.000
9 month 6/                      0.000    0.000    0.000    0.000      0.000     0.000     0.000
12 month 7/                     0.000    0.000    0.000    0.000      0.000     0.000     0.000
Total Term Transactions         0.000    0.000    0.000    0.000      0.000    38,750    38,750
Grand Total                    43,713    1.400    1.510    1.400    1.46066    85,963    85,963
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand