BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 26-Aug-2019

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

O/N                            30,771    1.400    1.510    1.400    1.45486    30,771    30,771
T/N                             1,900    1.490    1.510    1.510      1.501     0.000     0.000
Call                            0.000    0.000    0.000    0.000      0.000     0.000     0.000
Total                          32,671    0.000    0.000    0.000      0.000    30,771    30,771
less than 1 month (not
 incl. of O/N,T/N,call)1/       3,000    1.490    1.500    1.500      1.497    14,920    31,770
1 month 2/                      0.000    0.000    0.000    0.000      0.000     5,950     4,950
2 month 3/                      0.000    0.000    0.000    0.000      0.000     4,250     2,600
3 month 4/                      0.000    0.000    0.000    0.000      0.000     8,000     2,100
6 month 5/                      0.000    0.000    0.000    0.000      0.000     8,300     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         3,000    0.000    0.000    0.000      0.000    41,420    41,420
Grand Total                    35,671    1.400    1.510    1.400    1.46081    72,191    72,191
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand