Thursday 24 January 2008
R/P End of Day Summary
Liquidity in today's RP market was more balanced as financial institutions invested their excess liquidity. Both investing and borrowing demands were transacted in the 14-day tenor at 3.25 percent while there was only investing demand in the 7-day tenor. However, most transactions were concentrated in the 1-day tenor. Total trading volume was 175,954 million Baht.
The 1-day rate moved in narrow range between 3.21875-3.25 percent and closed unchanged from yesterday 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 3.25000 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