BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 14-Jun-2017

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

O/N                            38,930    1.40000    1.50000    1.40000    1.47465    38,930    38,930
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                               0    0.00000    0.00000    0.00000    0.00000         0         0
less than 1 month (not
 incl. of O/N,T/N,call)1/      38,930    0.00000    0.00000    0.00000    0.00000    38,930    38,930
1 month 2/                     10,300    1.49000    1.52000    1.50000    1.49767    19,700    25,010
2 month 3/                          0    0.00000    0.00000    0.00000    0.00000     4,000     5,450
3 month 4/                          0    0.00000    0.00000    0.00000    0.00000    10,150     9,500
6 month 5/                          0    0.00000    0.00000    0.00000    0.00000     8,650     4,990
9 month 6/                          0    0.00000    0.00000    0.00000    0.00000     2,450         0
12 month 7/                         0    0.00000    0.00000    0.00000    0.00000         0         0
Total Term Transactions             0    0.00000    0.00000    0.00000    0.00000         0         0
Grand Total                    10,300    0.00000    0.00000    0.00000    0.00000    44,950    44,950
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward


 Source: Bank of Thailand