BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 24-Dec-2019

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

O/N                            59,242    1.150    1.260    1.150    1.21246     59,242     59,242
T/N                             4,200    1.260    1.260    1.260      1.260      2,000      2,000
Call                            0.000    0.000    0.000    0.000      0.000      0.000      0.000
Total                          63,442    0.000    0.000    0.000      0.000     61,242     61,242
less than 1 month (not
 incl. of O/N,T/N,call)1/       1,650    1.230    1.240    1.230      1.231     17,710     24,010
1 month 2/                      0.000    0.000    0.000    0.000      0.000      2,200      4,100
2 month 3/                      0.000    0.000    0.000    0.000      0.000      7,350      7,150
3 month 4/                      0.000    0.000    0.000    0.000      0.000      7,700      2,000
6 month 5/                      0.000    0.000    0.000    0.000      0.000     35,106     32,806
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         1,650    0.000    0.000    0.000      0.000     70,066     70,066
Grand Total                    65,092    1.150    1.260    1.150    1.21600    131,308    131,308
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand