BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 22-Aug-2019

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

O/N                            30,467    1.400    1.510    1.400    1.46422    30,467    30,467
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                          30,467    0.000    0.000    0.000      0.000    30,467    30,467
less than 1 month (not
 incl. of O/N,T/N,call)1/       6,950    1.480    1.500    1.500      1.492    19,850    37,700
1 month 2/                      1,200    1.495    1.495    1.495      1.495     5,450     4,200
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         8,150    0.000    0.000    0.000      0.000    47,350    47,350
Grand Total                    38,617    1.400    1.510    1.400    1.47025    77,817    77,817
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand