Monday 12 November 2007
R/P End of Day Summary
Liquidity in today's RP market was rather high as some commercial banks that needed not to maintain high cash reserve levels at the beginning of reserve maintenance period invested their liquidities continuously throughout the trading hour. Transactions were concentrated in the 1-day tenor. Total trading volume was million 98,047 Baht.
The 1 and 7-day rates closed unchanged from those of last Friday at 3.25 percent.
R/P Rates
TENOR OPEN HIGH LOW CLOSE
1-DAY 3.25000 3.25000 3.25000 3.25000
7-DAY 3.25000 3.25000 3.25000 3.25000
14-DAY - - - -
1-MTH - - - -
2-MTH - - - -
3-MTH - - - -
6-MTH - - - -
END OF DAY LIQUIDITY ADJUSTMENT WINDOW
LENDING FACILITY (POLICY RATE + 0.5%) : 3.75
BORROWING FACILITY (POLICY RATE - 0.5%) : 2.75