Friday 11 January 2008
R/P End of Day Summary
Liquidity in today's RP market increased from yesterday as commercial banks invested their excess liquidities continuously, especially after the check-clearing announcement. Most transactions were concentrated in the 1-day tenor. Total trading volume was 194,078 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