Monday 21 January 2008
R/P End of Day Summary
Liquidity in RP market on the first working day of the week was tightened as some part of liquidities got locked-up in the check-clearing system. Additionally, some commercial banks that previously maintained low cash reserves on last Friday decreased their investment .Total trading volume was 153,012 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 at the same level of 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