Monday 7 January 2008
R/P End of Day Summary
Liquidity in RP market on the first working day of the week was balanced as financial institutions invested their excess liquidities, especially at the beginning of trading hour and after the check-clearing announcement. Most of the transactions were concentrated in the 1-day tenor. Total trading volume was 150,077 million Baht.
The 1-day rate moved in the narrow range while the 7-day rate was stable throughout the trading hour. However, both rates 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 - - - -
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