Tuesday 4 December 2007
R/P End of Day Summary
Today, the MPC decided to maintain the 1-day repurchase rate at 3.25 percent per annum. Liquidity in RP market on the last day of reserve maintenance period was tightened. Borrowing demands increased to compensate for Bahtnet deficits and prepare cash for withdrawals. Most of the transactions were concentrated in the 1-day tenor. Total trading volume was 112,164 million Baht.
The 1 and 7-day rates were stable throughout the trading hour and 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 - - - -
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