As of: 18-Dec-2014
Interest Rate Oustanding Outstanding
Volume min max mode weighted Original TTM
(mil.Baht) average Maturity (mil.baht)
O/N 26,705 1.90000 2.02000 1.90000 1.94966 26,705 26,705 T/N 1,500 2.02000 2.02000 2.02000 2.02000 1,500 1,500 Call 0 0.00000 0.00000 0.00000 0.00000 3,000 3,000 Total 28,205 0.00000 0.00000 0.00000 0.00000 31,205 31,205 1 mth (not inclusive 3,000 1.98000 2.05000 2.05000 2.02667 16,800 32,500 of O/N,T/N,call)1/ 1 month 2/ 1,600 2.00000 2.05000 2.00000 2.02000 10,500 8,550 2 month 3/ - 0.00000 0.00000 0.00000 0.00000 4,400 7,150 3 month 4/ - 0.00000 0.00000 0.00000 0.00000 15,800 2,600 6 month 5/ - 0.00000 0.00000 0.00000 0.00000 3,300 6,000 9 month 6/ - 0.00000 0.00000 0.00000 0.00000 - - 12 month 7/ - 0.00000 0.00000 0.00000 0.00000 6,000 - Total Term Transaction 4,600 0.00000 0.00000 0.00000 0.00000 56,800 56,800 Grand Total 32,805 1.90000 2.05000 1.90000 1.96335 88,005 88,005 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