Monday 3 December 2007
R/P End of Day Summary
Liquidity in RP market on the day approaching the end of reserve maintenance period was rather high. Most financial institutions which maintained cash reserves to the required level invested their liquidities continuously, especially after the check-clearing announcement. Total trading volume was 94,216 million Baht.
The 1 and 7-day rates were stable throughout the trading hour and closed unchanged from those of last Friday 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 - - - -
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