BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 13-Dec-2017

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

O/N                            54,791    1.40000    1.50000    1.40000    1.47462    54,791    54,791
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/      54,791    0.00000    0.00000    0.00000    0.00000    54,791    54,791
1 month 2/                      6,600    1.49500    1.49800    1.49500    1.49550    19,350    23,805
2 month 3/                          0    0.00000    0.00000    0.00000    0.00000         0     1,500
3 month 4/                          0    0.00000    0.00000    0.00000    0.00000     2,390     6,150
6 month 5/                          0    0.00000    0.00000    0.00000    0.00000    10,715     3,400
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                     6,600    0.00000    0.00000    0.00000    0.00000    34,855    34,855
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand