BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 30-Oct-2019

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

O/N                            40,379    1.400    1.510    1.400    1.46499    40,379    40,379
T/N                            11,500    1.510    1.510    1.510      1.510     6,300     6,300
Call                            0.000    0.000    0.000    0.000      0.000     0.000     0.000
Total                          51,879    0.000    0.000    0.000      0.000    46,679    46,679
less than 1 month (not
 incl. of O/N,T/N,call)1/       2,795    1.480    1.520    1.510      1.510    26,895    36,345
1 month 2/                      0.000    0.000    0.000    0.000      0.000     0.000     4,350
2 month 3/                      0.000    0.000    0.000    0.000      0.000     9,650     2,000
3 month 4/                      0.000    0.000    0.000    0.000      0.000     6,850     1,500
6 month 5/                      0.000    0.000    0.000    0.000      0.000       800     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         2,795    0.000    0.000    0.000      0.000    44,195    44,195
Grand Total                    54,674    1.400    1.520    1.400    1.47678    90,874    90,874
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand