BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 19-Aug-2019

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

O/N                            56,806    1.400    1.510    1.400    1.47984     56,806     56,806
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                          56,806    0.000    0.000    0.000      0.000     60,306     60,306
less than 1 month (not
 incl. of O/N,T/N,call)1/       3,750    1.465    1.500    1.480      1.482     16,500     34,150
1 month 2/                      0.000    0.000    0.000    0.000      0.000      4,250      3,500
2 month 3/                      0.000    0.000    0.000    0.000      0.000      5,250      3,350
3 month 4/                      0.000    0.000    0.000    0.000      0.000      7,800      2,100
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         3,750    0.000    0.000    0.000      0.000     43,100     43,100
Grand Total                    60,556    1.400    1.510    1.500    1.47997    103,406    103,406
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand