Friday 18 January 2008
R/P End of Day Summary
Liquidity in RP market on the last working day of the week was rather balanced. Financial institutions invested their excess liquidity heavily since the beginning of the trading hour. Most transactions were concentrated in the 1-day tenor. Total trading volume was 170,117 million Baht.
The 1-day rate moved in narrow range between 3.21875-3.25 percent while the 7-day rate was stable at 3.25 percent throughout the trading hour. Nonetheless, both 1- and 7-day rates closed unchanged 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