BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 01-Nov-2019

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

O/N                            59,456    1.400    1.510    1.400    1.47536     59,456     59,456
T/N                             7,300    1.510    1.510    1.510      1.510     13,800     13,800
Call                            0.000    0.000    0.000    0.000      0.000      0.000      0.000
Total                          66,756    0.000    0.000    0.000      0.000     73,256     73,256
less than 1 month (not
 incl. of O/N,T/N,call)1/      12,310    1.480    1.500    1.490      1.490     24,005     27,255
1 month 2/                          0    0.000    0.000    0.000      0.000        200      4,550
2 month 3/                          0    0.000    0.000    0.000      0.000      7,150      3,000
3 month 4/                          0    0.000    0.000    0.000      0.000      4,750      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        12,310    0.000    0.000    0.000      0.000     36,905     36,905
Grand Total                    79,066    1.400    1.510    1.500    1.48083    110,161    110,161
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand