BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 17-Oct-2019

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

O/N                            43,431    1.400    1.510    1.400    1.46941    43,431     43,431
T/N                             6,400    1.500    1.510    1.510      1.509     7,900      7,900
Call                            0.000    0.000    0.000    0.000      0.000     0.000      0.000
Total                          49,831    0.000    0.000    0.000      0.000    51,331     51,331
less than 1 month (not
 incl. of O/N,T/N,call)1/       6,000    1.495    1.525    1.500      1.510    23,150     37,750
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         6,000    0.000    0.000    0.000      0.000    45,100     45,100
Grand Total                    55,831    1.400    1.525    1.500    1.47827    96,431     96,431
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand