BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 7-Mar-2018

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

O/N                            44,212    1.40000    1.50000    1.40000    1.46670    44,212    44,212
T/N                                 0    0.00000    0.00000    0.00000    0.00000         0         0
Call                              500    1.48000    1.48000    1.48000    1.48000       500       500
Total                          44,712    0.00000    0.00000    0.00000    0.00000    44,712    44,712
less than 1 month (not
 incl. of O/N,T/N,call)1/       4,260    1.45000    1.49500    1.49000    1.48818    13,860    28,750
1 month 2/                          0    0.00000    0.00000    0.00000    0.00000     4,250       500
2 month 3/                          0    0.00000    0.00000    0.00000    0.00000     1,650     6,200
3 month 4/                          0    0.00000    0.00000    0.00000    0.00000    17,690     2,000
6 month 5/                          0    0.00000    0.00000    0.00000    0.00000     2,000     2,000
9 month 6/                          0    0.00000    0.00000    0.00000    0.00000         0         0
12 month 7/                         0    0.00000    0.00000    0.00000    0.00000         0         0
Total Term Transactions         4,260    0.00000    0.00000    0.00000    0.00000    39,450    39,450
Grand Total                    48,972    1.40000    1.50000    1.40000    1.46871    84,162    84,162
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand