BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 16-Sep-2019

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

O/N                            41,680    1.400    1.510    1.400    1.46098    41,680    41,680
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                          41,680    0.000    0.000    0.000      0.000    41,680    41,680
less than 1 month (not
 incl. of O/N,T/N,call)1/       4,060    1.480    1.500    1.495      1.492    26,090    32,640
1 month 2/                      0.000    0.000    0.000    0.000      0.000     1,700     1,500
2 month 3/                      0.000    0.000    0.000    0.000      0.000     8,550    10,550
3 month 4/                      0.000    0.000    0.000    0.000      0.000     8,850       500
6 month 5/                      0.000    0.000    0.000    0.000      0.000     0.000     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         4,060    0.000    0.000    0.000      0.000    45,190    45,190
Grand Total                    45,740    1.400    1.510    1.400    1.46372    86,870    86,870
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand