BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 18-Dec-2018

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

O/N                            50,868    1.40000    1.51000    1.40000    1.46066    50,868     50,868
T/N                               500      1.755      1.755      1.755      1.755       500    500.000
Call                            0.000      0.000      0.000      0.000      0.000     0.000      0.000
Total                          51,368      0.000      0.000      0.000      0.000    51,368     51,368
less than 1 month (not
 incl. of O/N,T/N,call)1/       0.000      0.000      0.000      0.000      0.000    19,820     23,855
1 month 2/                      0.000      0.000      0.000      0.000      0.000     2,700      4,000
2 month 3/                      0.000      0.000      0.000      0.000      0.000     2,200      5,800
3 month 4/                      0.000      0.000      0.000      0.000      0.000    11,100      2,600
6 month 5/                      0.000      0.000      0.000      0.000      0.000       435      0.000
9 month 6/                      0.000      0.000      0.000      0.000      0.000     0.000     0.0000
12 month 7/                     0.000      0.000      0.000      0.000      0.000     0.000     0.0000
Total Term Transactions         0.000      0.000      0.000      0.000      0.000    36,255     36,255
Grand Total                    51,368    1.40000    1.75500    1.40000    1.46353    87,623     87,623
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand