As of: 15-May-2014
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 37,328 1.90000 2.00000 1.90000 1.96631 37,328 37,328 T/N 5,000 1.96000 2.02000 n.a. 1.98800 4,200 4,200 Call 0 0.00000 0.00000 0.00000 0.00000 0 0 Total 42,328 0.00000 0.00000 0.00000 0.00000 41,528 41,528 1 mth (not inclusive 2,530 1.97000 2.02000 1.97000 1.98605 17,530 34,330 of O/N,T/N,call)1/ 1 month 2/ - 0.00000 0.00000 0.00000 0.00000 10,500 3,490 2 month 3/ - 0.00000 0.00000 0.00000 0.00000 5,900 14,780 3 month 4/ 900 2.09000 2.13000 2.09000 2.10000 31,490 12,820 6 month 5/ - 0.00000 0.00000 0.00000 0.00000 - - 9 month 6/ - 0.00000 0.00000 0.00000 0.00000 - - 12 month 7/ - 0.00000 0.00000 0.00000 0.00000 6,000 6,000 Total Term Transaction 3,430 0.00000 0.00000 0.00000 0.00000 71,420 71,420 Grand Total 45,758 1.90000 2.13000 1.90000 1.97240 112,948 112,948 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