As of: 19-Dec-2012
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
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O/N 46,798 2.65000 2.77000 2.65000 2.70216 46,798 46,798
T/N 1,700 2.75000 2.77000 2.77000 2.76765 2,370 2,370
Call 1,500 2.72000 2.72000 2.72000 2.72000 3,300 3,300
Total 49,998 0.00000 0.00000 0.00000 0.00000 52,468 52,468
less than 1 month
(not inclusive of O/N, 4,600 2.72000 2.76500 2.72000 2.74337 18,400 31,250
1 month 2/ 700 2.77000 2.80000 2.80000 2.78714 2,400 4,100
2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 3,840 22,035
3 month 4/ 3,000 2.83000 2.88000 2.83000 2.84800 41,845 9,100
6 month 5/ 0 0.00000 0.00000 0.00000 0.00000 0 0
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 Transaction 8,300 0.00000 0.00000 0.00000 0.00000 66,485 66,485
Grand Total 58,298 2.65000 2.88000 2.65000 2.71630 118,953 118,953
Remark:
1/ less than 1 month (not inclusive of O/N, T/N, call) : 25 days
2/ 1 month : 25 - 35 days
3/ more than 1 month, upto 2 months (2 months) : 36 - 65 days
4/ more than 2 month, upto 3 months (3 months) : 66 - 95 days
5/ more than 3 month, upto 6 months (6 months) : 96 - 185 days
6/ more than 6 month, upto 9 months (9 months) : 186 - 275 days
7/ more than 9 month, upto 12 months (12 months) : 276- 365 days
Source: Bank of Thailand