BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 09-Oct-2019

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

O/N                            49,215    1.400    1.510    1.500    1.47356    49,215    49,215
T/N                             2,300    1.510    1.510    1.510      1.510     1,500     1,500
Call                            0.000    0.000    0.000    0.000      0.000     0.000     0.000
Total                          51,515    0.000    0.000    0.000      0.000    50,715    50,715
less than 1 month (not
 incl. of O/N,T/N,call)1/       1,400    1.480    1.495    1.495      1.490    11,930    25,080
1 month 2/                      0.000    0.000    0.000    0.000      0.000     3,350     2,250
2 month 3/                      0.000    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         1,400    0.000    0.000    0.000      0.000    33,880    33,880
Grand Total                    52,915    1.400    1.510    1.500    1.47557    84,595    84,595
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand