Friday 14 December 2007
R/P End of Day Summary
Liquidity in RP market on the last working day of the week was rather high. Financial institutions that previously held cash reserves higher than the required level invested their excess liquidities continuously, especially after the check-clearing announcement, causing the 1-day rate moved slightly downwards during the trading hour. Total trading volume was 111,511 million Baht.
The 1-day rate moved in the range of 3.21875 to 3.25 percent while the 7- and 14-day rates were stable throughout the trading hour. However, all rates closed at the same level of 3.25 percent
R/P Rates
TENOR OPEN HIGH LOW CLOSE
1-DAY 3.25000 3.25000 3.21875 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