Wednesday 19 December 2007
R/P End of Day Summary
Liquidity in RP market on the first day of the reserve maintenance period remained tight as some commercial banks wanted to hold higher than average cash reserves before the long weekend. Additionally, borrowing demands increased in the 14-day tenor, causing the according rate moved slightly upwards. Total trading volume was 101,636 million Baht.
The 1-day and 7-day rates closed unchanged from yesterday at 3.25 percent; while the 14-day rate closed at 3.28125 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 3.28125 3.28125 3.28125 3.28125
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