BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 15-Jun-2017

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

O/N                            42,295    1.40000    1.51000    1.40000    1.47179    42,295    42,295
T/N                               300    1.48000    1.48000    1.48000    1.48000         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/      42,595    0.00000    0.00000    0.00000    0.00000    42,295    42,295
1 month 2/                      3,400    1.48000    1.50000    1.49000    1.48978    20,200    25,510
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                     3,400    0.00000    0.00000    0.00000    0.00000    45,450    45,450
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward


 Source: Bank of Thailand