As of: 28-Dec-2012
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
--------------------------------------------------------------------------------------------
O/N 35,900 2.65000 2.77000 2.65000 2.70632 35,900 35,900
T/N 2,200 2.75000 2.75000 2.75000 2.75000 5,640 5,640
Call 0 0.00000 0.00000 0.00000 0.00000 3,500 3,500
Total 38,100 0.00000 0.00000 0.00000 0.00000 45,040 45,040
less than 1 month (not
incl. of O/N,T/N,call) 5,200 2.76923 2.79500 2.76923 2.77419 13,780 22,980
1 month 2/ 500 2.80000 2.80000 2.80000 2.80000 2,100 10,490
2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 3,700 12,045
3 month 4/ 600 2.82000 2.85000 n.a. 2.83500 37,535 11,600
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 6,300 0.00000 0.00000 0.00000 0.00000 57,115 57,115
Grand Total 44,400 2.65000 2.85000 2.65000 2.71922 102,155 102,155
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