BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 24-May-2018

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

O/N                            42,604    1.40000    1.50500    1.40000    1.47299    42,604    42,604
T/N                                 0    0.00000    0.00000    0.00000    0.00000         0         0
Call                                0    0.00000    0.00000    0.00000    0.00000         0         0
Total                          42,604    0.00000    0.00000    0.00000    0.00000    42,604    42,604
less than 1 month (not
 incl. of O/N,T/N,call)1/       1,265    1.49000    1.49500    1.49000    1.49198    13,885    21,385
1 month 2/                          0    0.00000    0.00000    0.00000    0.00000     2,000     3,000
2 month 3/                          0    0.00000    0.00000    0.00000    0.00000     2,100     7,205
3 month 4/                          0    0.00000    0.00000    0.00000    0.00000    14,890     3,285
6 month 5/                          0    0.00000    0.00000    0.00000    0.00000     4,000     2,000
9 month 6/                          0    0.00000    0.00000    0.00000    0.00000         0         0
12 month 7/                         0    0.00000    0.00000    0.00000    0.00000         0         0
Total Term Transactions         1,265    0.00000    0.00000    0.00000    0.00000    36,875    36,875
Grand Total                    43,869    1.40000    1.50500    1.40000    1.47354    79,479    79,479
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand