Monday 28 January 2008
R/P End of Day Summary
Liquidity in RP market on the day before end of maintenance period was rather high as some financial institutions, which still have cash reserves higher than average, invested their excess liquidities continuously. Transactions were concentrated in the 1-day tenor. Total trading volume was 170,048 million Baht.
The 1- and 7-day rates moved in narrow range between 3.21875-3.25 percent. The 1-day rate closed at 3.25 percent while the 7-day rate closed at 3.21875 percent. The 14-day tenor 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 3.21875 3.21875
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