BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 31-Oct-2019

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

O/N                            48,209    1.400    1.510    1.400    1.48265    48,209    48,209
T/N                            13,800    1.505    1.510    1.510      1.509    11,500    11,500
Call                            0.000    0.000    0.000    0.000      0.000     0.000     0.000
Total                          62,009    0.000    0.000    0.000      0.000    59,709    59,709
less than 1 month (not
 incl. of O/N,T/N,call)1/       8,500    1.510    1.525    1.525      1.521    13,195    17,445
1 month 2/                        200    1.560    1.560    1.560      1.560       200     4,550
2 month 3/                      1,000    1.570    1.580    1.580      1.576     7,150     3,000
3 month 4/                        600    1.600    1.600    1.600      1.600     5,750     2,100
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        10,300    0.000    0.000    0.000      0.000    27,095    27,095
Grand Total                    72,309    1.400    1.600    1.510    1.49463    86,804    86,804
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand