BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 21-Aug-2019

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

O/N                            39,353    1.400    1.510    1.500    1.47758    39,353    39,353
T/N                             0.000    0.000    0.000    0.000      0.000     0.000     0.000
Call                            0.000    0.000    0.000    0.000      0.000     0.000     0.000
Total                          39,353    0.000    0.000    0.000      0.000    39,353    39,353
less than 1 month (not
 incl. of O/N,T/N,call)1/       3,150    1.465    1.495    1.490      1.482    16,500    34,350
1 month 2/                      0.000    0.000    0.000    0.000      0.000     4,250     3,000
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     7,500     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         3,150    0.000    0.000    0.000      0.000    42,800    42,800
Grand Total                    42,503    1.400    1.510    1.480    1.47794    82,153    82,153
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand