BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 24-Oct-2017

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

O/N                            52,157    1.40000    1.49800    1.40000    1.45405    52,157    52,157
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/      52,157    0.00000    0.00000    0.00000    0.00000    52,157    52,157
1 month 2/                      5,780    1.48500    1.50500    1.49500    1.49469    23,080    29,830
2 month 3/                          0    0.00000    0.00000    0.00000    0.00000     2,650     4,550
3 month 4/                          0    0.00000    0.00000    0.00000    0.00000     2,050     6,365
6 month 5/                        350    1.60000    1.60000    1.60000    1.60000     9,315     4,050
9 month 6/                          0    0.00000    0.00000    0.00000    0.00000     7,700         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                     6,130    0.00000    0.00000    0.00000    0.00000    44,795    44,795
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand