BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 06-Dec-2019

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

O/N                            38,760    1.000    1.260    1.150    1.20993     38,760     38,760
T/N                             0.000    0.000    0.000    0.000      0.000      1,600      1,600
Call                            0.000    0.000    0.000    0.000      0.000      0.000      0.000
Total                          38,760    0.000    0.000    0.000      0.000     40,360     40,360
less than 1 month (not
 incl. of O/N,T/N,call)1/       3,300    1.225    1.250     n.a.      1.238     15,810     26,110
1 month 2/                      0.000    0.000    0.000    0.000      0.000      3,500      1,700
2 month 3/                      0.000    0.000    0.000    0.000      0.000     11,450      8,250
3 month 4/                      0.000    0.000    0.000    0.000      0.000      7,700      3,200
6 month 5/                      0.000    0.000    0.000    0.000      0.000     35,106     34,306
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         3,300    0.000    0.000    0.000      0.000     73,566     73,566
Grand Total                    42,060    1.000    1.260    1.150    1.21217    113,926    113,926
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand