BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 15-Oct-2019

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

O/N                            43,821    1.400    1.510    1.400    1.47564    43,821     43,821
T/N                             7,400    1.480    1.510    1.510      1.503     5,300      5,300
Call                            0.000    0.000    0.000    0.000      0.000     0.000      0.000
Total                          51,221    0.000    0.000    0.000      0.000    49,121     49,121
less than 1 month (not
 incl. of O/N,T/N,call)1/       2,950    1.480    1.495    1.490      1.488    20,300     34,900
1 month 2/                      0.000    0.000    0.000    0.000      0.000     3,350      1,000
2 month 3/                      0.000    0.000    0.000    0.000      0.000     9,850      4,350
3 month 4/                      0.000    0.000    0.000    0.000      0.000     7,950      1,200
6 month 5/                      0.000    0.000    0.000    0.000      0.000       800    800.000
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         2,950    0.000    0.000    0.000      0.000    42,250     42,250
Grand Total                    54,171    1.400    1.510    1.400    1.48007    91,371     91,371
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand