Thursday 22 November 2007
R/P End of Day Summary
Liquidity in today's RP market was rather high as financial institutions did not wish to maintain high cash reserve at the beginning of reserve maintenance period. Therefore, they invested their liquidities continuously throughout the trading hour. Transactions were concentrated in the 1-day tenor. Total trading volume was 122,693 million Baht.
The 1, 7, and 14-day tenor closed unchanged from those of yesterday 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 3.25000 3.25000 3.25000 3.25000
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