BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 01-Oct-2019

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

O/N                            43,161    1.400    1.510    1.400    1.47216    43,161     43,161
T/N                         1,500.000    1.510    1.510    1.510      1.510     0.000      0.000
Call                            0.000    0.000    0.000    0.000      0.000     0.000      0.000
Total                          44,661    0.000    0.000    0.000      0.000    43,161     43,161
less than 1 month (not
 incl. of O/N,T/N,call)1/   9,050.000    1.480    1.500    1.495      1.492    15,950     18,450
1 month 2/                      0.000    0.000    0.000    0.000      0.000     3,350     11,900
2 month 3/                        300    1.590    1.590    1.590      1.590     9,850      6,350
3 month 4/                      0.000    0.000    0.000    0.000      0.000     8,750      1,200
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         9,350    0.000    0.000    0.000      0.000    37,900     37,900
Grand Total                    54,011    1.400    1.590    1.400    1.47724    81,061     81,061
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand