Wednesday 23 January 2008
R/P End of Day Summary
Liquidity in today's RP market was rather high. Some commercial banks reduced their cash reserve by investing their liquidities, especially after the check-clearing announcement. Most of the transactions were concentrated in the 1-day tenor. Total trading volume was 225,378 million Baht.
Both 1- and 7-day rates moved in narrow range between 3.21875-3.25 percent and closed unchanged from yesterday at 3.25 percent.
R/P Rates
TENOR OPEN HIGH LOW CLOSE
1-DAY 3.21875 3.25000 3.21875 3.25000
7-DAY 3.21875 3.25000 3.21875 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