BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 01-Dec-2017

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

O/N                            45,130    1.40000    1.50000    1.40000    1.44991    45,130    45,130
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/      45,130    0.00000    0.00000    0.00000    0.00000    45,130    45,130
1 month 2/                      8,750    1.45000    1.50000    1.48000    1.48617    19,450    23,315
2 month 3/                          0    0.00000    0.00000    0.00000    0.00000         0     3,090
3 month 4/                          0    0.00000    0.00000    0.00000    0.00000     2,890     5,350
6 month 5/                        300    1.58000    1.58000    1.58000    1.58000    12,215     5,200
9 month 6/                          0    0.00000    0.00000    0.00000    0.00000     2,400         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                     9,050    0.00000    0.00000    0.00000    0.00000    36,955    36,955
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand