Friday 23 November 2007
R/P End of Day Summary
Liquidity in RP market on the last working day of the week was tightened as financial institutions which previously held low level of cash reserves decreased their investment demands. Most of the transactions were concentrated in the 1-day tenor. Total trading volume was 104,852 million Baht.
The 1 and 7-day tenor closed unchanged from those of yesterday at 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