BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 02-Oct-2019

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

O/N                            52,192    1.400    1.510    1.400    1.47287       52,192       52,192
T/N                         2,300.000    1.510    1.510    1.510      1.510    1,500.000    1,500.000
Call                            0.000    0.000    0.000    0.000      0.000        0.000        0.000
Total                          54,492    0.000    0.000    0.000      0.000       53,692       53,692
less than 1 month (not
 incl. of O/N,T/N,call)1/   1,550.000    1.485    1.485    1.485      1.485       16,600       19,100
1 month 2/                      0.000    0.000    0.000    0.000      0.000        3,350       12,900
2 month 3/                          0    0.000    0.000    0.000      0.000        9,850        5,350
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         1,550    0.000    0.000    0.000      0.000       38,550       38,550
Grand Total                    56,042    1.400    1.510    1.400    1.47473       92,242       92,242
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand