BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 04-Nov-2019

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

O/N                            57,051    1.400    1.510    1.400    1.46753     57,051     57,051
T/N                            10,300    1.510    1.510    1.510      1.510      7,300      7,300
Call                            0.000    0.000    0.000    0.000      0.000      0.000      0.000
Total                          67,351    0.000    0.000    0.000      0.000     64,351     64,351
less than 1 month (not
 incl. of O/N,T/N,call)1/       1,500    1.550    1.550    1.550      1.550     25,505     29,405
1 month 2/                      0.000    0.000    0.000    0.000      0.000        200      2,650
2 month 3/                        900    1.580    1.580    1.580      1.580      8,050      4,500
3 month 4/                      0.000    0.000    0.000    0.000      0.000      3,500      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         2,400    0.000    0.000    0.000      0.000     38,055     38,055
Grand Total                    69,751    1.400    1.580    1.400    1.47703    102,406    102,406
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand