Thursday 20 December 2007
R/P End of Day Summary
Liquidity in today's RP market was more balanced. Financial institutions invested their excess liquidities continuously throughout the trading hour, especially after the check-clearing announcement, causing the 14-day rate moved slightly downwards during the trading hour. Most of the transactions were concentrated in the 1-day tenor. Total trading volume was 129,920 million Baht.
The 1 and 7-day rates closed unchanged from those of yesterday at 3.25 percent; while the 14-day rate closed at 3.21875 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 3.21875 3.21875
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