As of: 28-Feb-2013
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
--------------------------------------------------------------------------------------------
O/N 61,840 2.65000 2.77000 2.65000 2.71025 61,840 61,840
T/N 3,500 2.75000 2.75000 2.75000 2.75000 7,350 7,350
Call 0 0.00000 0.00000 0.00000 0.00000 3,200 3,200
Total 65,340 0.00000 0.00000 0.00000 0.00000 72,390 72,390
less than 1 month (not
incl. of O/N,T/N,call) 3,360 2.76923 2.78500 2.76923 2.77478 9,930 21,620
1 month 2/ 1,000 2.79000 2.80000 n.a. 2.79500 3,590 6,860
2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 2,660 15,360
3 month 4/ 0 0.00000 0.00000 0.00000 0.00000 29,850 2,190
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 4,360 0.00000 0.00000 0.00000 0.00000 46,030 46,030
Grand Total 69,700 2.65000 2.80000 2.65000 2.71657 118,420 118,420
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