BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 02-Dec-2019

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

O/N                            58,641    0.950    1.260    1.150    1.21282     58,641     58,641
T/N                             0.000    0.000    0.000    0.000      0.000      1,500      1,500
Call                            0.000    0.000    0.000    0.000      0.000      0.000      0.000
Total                          58,641    0.000    0.000    0.000      0.000     60,141     60,141
less than 1 month (not
 incl. of O/N,T/N,call)1/       9,610    1.230    1.250    1.250      1.246     13,410     24,410
1 month 2/                      0.000    0.000    0.000    0.000      0.000      3,700      2,100
2 month 3/                      0.000    0.000    0.000    0.000      0.000     12,850      8,250
3 month 4/                      0.000    0.000    0.000    0.000      0.000      8,200      4,200
6 month 5/                      0.000    0.000    0.000    0.000      0.000      2,300      1,500
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         9,610    0.000    0.000    0.000      0.000     40,460     40,460
Grand Total                    68,251    0.950    1.260    1.150    1.21746    100,601    100,601
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand