As of: 25-Dec-2012
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
--------------------------------------------------------------------------------------------
O/N 45,895 2.60000 2.76000 2.65000 2.71362 45,895 45,895
T/N 3,240 2.75000 2.77000 2.75000 2.75926 3,740 3,740
Call 500 2.80000 2.80000 2.80000 2.80000 5,300 5,300
Total 49,635 0.00000 0.00000 0.00000 0.00000 54,935 54,935
less than 1 month (not
incl. of O/N,T/N,call) 1,680 2.76923 2.76923 2.76923 2.76923 12,880 27,230
1 month 2/ 0 0.00000 0.00000 0.00000 0.00000 2,400 7,990
2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 3,840 15,445
3 month 4/ 0 0.00000 0.00000 0.00000 0.00000 40,645 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 1,680 0.00000 0.00000 0.00000 0.00000 59,765 59,765
Grand Total 51,315 2.60000 2.80000 2.65000 2.71917 114,700 114,700
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