BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 20-Jun-2017

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

O/N                            41,727    1.40000    1.50500    1.40000    1.46698    41,727    41,727
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/      41,727    0.00000    0.00000    0.00000    0.00000    41,727    41,727
1 month 2/                      4,250    1.48000    1.49900    1.48000    1.48755    24,250    33,100
2 month 3/                          0    0.00000    0.00000    0.00000    0.00000     3,000       520
3 month 4/                          0    0.00000    0.00000    0.00000    0.00000    10,650    11,470
6 month 5/                        915    1.58000    1.59000    1.59000    1.58836     8,655     3,915
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                     5,165    0.00000    0.00000    0.00000    0.00000    49,005    49,005
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward


 Source: Bank of Thailand