Wednesday 9 January 2008
R/P End of Day Summary
Liquidity in today's RP market was rather high partly because a financial institution invested their cash inflow from withholding tax. Additionally, some financial institutions reinvested high volume of their matured transactions. Most of the transactions were concentrated in the 1-day tenor. Total trading volume was 154,502 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 3.21875 3.25000
7-DAY 3.25000 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