Tuesday 25 December 2007
R/P End of Day Summary
Liquidity in RP market on the first working day of the week was tightened. Financial institutions decreased their investment demands as some part of liquidities got locked-up in the check-clearing system. Total trading volume was 114,276 million Baht.
The 1 and 7-day rates closed unchanged from those of last Friday at 3.25 percent; while, the 14-day tenor were transacted today 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