Thursday 27 December 2007
R/P End of Day Summary
Liquidity in today's RP market remained rather high from yesterday. Most commercial banks which still held high level of cash reserves invested their liquidities continuously, especially after the check-clearing announcement, causing the 1 and 7-day rates moved slightly downwards during the session. However, most transactions were concentrated in the 1-day tenor. Total trading volume was 168,366 million Baht.
The 1 and 7-day rates moved in the range of 3.21875 to 3.25 percent and closed at 3.25 percent. The 14-day rate was transacted today at 3.25 percent.
R/P Rates
TENOR OPEN HIGH LOW CLOSE
1-DAY 3.21875 3.25000 3.18750 3.25000
7-DAY 3.21875 3.25000 3.21875 3.25000
14-DAY 3.25000 3.25000 3.25000 3.25000
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