BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 19-Jun-2017

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

O/N                            39,677    1.40000    1.50500    1.40000    1.47440    39,677    39,677
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/      39,677    0.00000    0.00000    0.00000    0.00000    39,677    39,677
1 month 2/                      3,300    1.48500    1.49500    1.49500    1.49311    22,000    31,760
2 month 3/                          0    0.00000    0.00000    0.00000    0.00000     3,000       520
3 month 4/                        500    1.55500    1.55500    1.55500    1.55500    10,650    11,470
6 month 5/                          0    0.00000    0.00000    0.00000    0.00000     8,650     3,000
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                     3,800    0.00000    0.00000    0.00000    0.00000    46,750    46,750
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward


 Source: Bank of Thailand