Monday 19 November 2007
R/P End of Day Summary
Liquidity in today's RP market was rather high as financial institutions invested their liquidities continuously, especially after the check-clearing announcement. However, today there were borrowing demands from some commercial banks with high check-clearing deficit. Total trading volume was 100,042 million Baht.
The 1 and 7-day rates were stable throughout the trading hour and closed at the same level of 3.25 percent. The 14-day tenor was not transacted today.
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