Tuesday 18 December 2007
R/P End of Day Summary
Liquidity in RP market on the last day of the reserve maintenance period was slightly tightened as some commercial banks that previously maintained cash reserves lower than average decreased their investment. In addition, some part of liquidities locked up in the check-clearing system. Total trading volume was 138,675 million Baht.
The 1-day and 7-day rates moved in narrow ranges and closed unchanged from yesterday.
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 - - - -
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