Thursday 15 November 2007
R/P End of Day Summary
Liquidity in today's RP market remained balanced. Financial institutions invested their liquidities continuously throughout the trading hour, especially after the check-clearing announcement, causing the 1-day rate to move slightly downwards during the trading hour. Most transactions were concentrated in the 1-day tenor. Total trading volume was 118,600 million Baht.
The 1-day rate moved in the range of 3.21875 to 3.25 percent whereas the 7-day rate maintained at 3.25 percent. However, both rates closed unchanged from yesterday at 3.25 percent.
R/P Rates
TENOR OPEN HIGH LOW CLOSE
1-DAY 3.25000 3.25000 3.21875 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