Tuesday 11 December 2007
R/P End of Day Summary
Liquidity in RP market on the first working day of the week was rather balanced as financial institutions invested their excess liquidities continuously, especially at the beginning of trading hour and after the check-clearing announcement. Most of the transactions were concentrated in the 1-day tenor. Total trading volume was 117,179 million Baht.
The 1 and 7-day tenor 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