As of: 31-May-2013
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
--------------------------------------------------------------------------------------------
O/N 65,470 2.40000 2.60000 2.40000 2.46929 65,470 65,470
T/N 8,200 2.46000 2.50000 2.46000 2.47561 9,000 9,000
Call 200 2.52000 2.52000 2.52000 2.52000 700 700
Total 73,870 0.00000 0.00000 0.00000 0.00000 75,170 75,170
less than 1 month (not
incl. of O/N,T/N,call) 2,500 2.52000 2.53000 2.53000 2.52800 19,900 30,900
1 month 2/ 0 0.00000 0.00000 0.00000 0.00000 580 5,380
2 month 3/ 0 0.00000 0.00000 0.00000 0.00000 3,650 14,620
3 month 4/ 0 0.00000 0.00000 0.00000 0.00000 27,670 900
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 2,500 0.00000 0.00000 0.00000 0.00000 51,800 51,800
Grand Total 76,370 2.40000 2.60000 2.40000 2.47203 126,970 126,970
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