Wednesday 30 January 2008
R/P End of Day Summary
Liquidity in RP market on the first day of reserve maintenance period was slightly tightened as commercial banks wanted to hold high cash reserve holdings. Most transactions were concentrated in the 1-day tenor. Total trading volume was 133,333 million Baht.
Both 1- and 7-day rates moved in narrow range between 3.21875-3.25 percent and closed at 3.25 percent. The 14-day transaction took place 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 3.21875 3.25000 3.21875 3.25000
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