As of: 21-Dec-2012
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
--------------------------------------------------------------------------------------------
O/N 59,561 2.65000 2.75000 2.65000 2.69492 59,561 59,561
T/N 234 2.75000 2.75000 2.75000 2.75000 3,932 3,932
Call 1,500 2.72000 2.72000 2.72000 2.72000 4,800 4,800
Total 61,295 0.00000 0.00000 0.00000 0.00000 68,293 68,293
less than 1 month (not
incl. of O/N,T/N,call) 1,000 2.80000 2.80000 2.80000 2.80000 12,100 25,250
1 month 2/ 0 0.00000 0.00000 0.00000 0.00000 2,400 4,700
2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 3,840 21,035
3 month 4/ 0 0.00000 0.00000 0.00000 0.00000 41,745 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 1,000 0.00000 0.00000 0.00000 0.00000 60,085 60,085
Grand Total 62,295 2.65000 2.80000 2.65000 2.69742 128,378 128,378
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