Friday 21 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, after preparation for cash withdrawals during long weekend, invested their excess liquidities, especially in the 1-day tenor. Total trading volume was 130,094 million Baht.
The 1 and 7-day rates closed unchanged from those of yesterday at 3.25 percent; while, there was no 14-day transaction today.
R/P Rates
TENOR OPEN HIGH LOW CLOSE
1-DAY 3.21875 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