Thursday 3 January 2008
R/P End of Day Summary
Liquidity in today's RP market was rather high as part of liquidity outflow during long holiday returned to the financial system. Financial institutions invested their excess liquidity continuously throughout the trading hour. Most transactions were concentrated in the 1-day tenor. Total trading volume was 168,602 million Baht.
The 1-day rate moved in the narrow range and closed unchanged from those of yesterday at 3.25 percent. Whilst, the 7 and 14-day rates were stable throughout the trading hour and closed at the same level at 3.25 percent.
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 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