BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 16-May-2018

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

O/N                            40,455    1.40000    1.50000    1.40000    1.46497    40,455    40,455
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                          40,455    0.00000    0.00000    0.00000    0.00000    40,455    40,455
less than 1 month (not
 incl. of O/N,T/N,call)1/       7,000    1.48000    1.50000    1.49500    1.49271     7,000    11,450
1 month 2/                          0    0.00000    0.00000    0.00000    0.00000         0     2,000
2 month 3/                          0    0.00000    0.00000    0.00000    0.00000     2,250     6,405
3 month 4/                          0    0.00000    0.00000    0.00000    0.00000    14,590     5,985
6 month 5/                          0    0.00000    0.00000    0.00000    0.00000     4,000     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         7,000    0.00000    0.00000    0.00000    0.00000    27,840    27,840
Grand Total                    47,455    1.40000    1.50000    1.40000    1.46906    68,295    68,295
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand