Tuesday 20 November 2007
R/P End of Day Summary
Liquidity in RP market on the last day of reserve maintenance period was tightened as some financial institutions with low level of cash reserves decreased their investment demand. Meanwhile, there were some borrowing demands from some commercial banks to meet the reserves requirement before the end of trading hour. Total trading volume was 115,797 million Baht.
The 1-day rate moved in the range of 3.25 to 3.28125 percent while the 7-day rate was stable throughout the trading hour. However, both rates closed at the same level of 3.25 percent.
R/P Rates
TENOR OPEN HIGH LOW CLOSE
1-DAY 3.25000 3.28125 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