DAILY MONEY MARKET COMMENTS: The interbank overnight trading initiated at the levels of 3.00% - 5.00% and increased at the level of 4.50% - 5.00%, most of the trade was witnessed in the band of 4.25% - 4.50%, at the end of the day market fell down and closed at the band of 2.00% - 2.50%.
10-year PIB (8%) coupon was quoted in the range of 8.15% - 8.25%.
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Repo Rates (Yield p a)
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Tenor Low Bid High Bid Low Offer High Offer Average
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Overnight 2.00 4.50 2.50 5.00 3.50
1-Week 2.00 2.25 2.50 2.75 2.38
2-Week 1.75 2.00 2.25 2.50 2.13
1-Month 1.90 2.10 2.30 2.50 2.20
2-Months 2.00 2.20 2.40 2.60 2.30
3-Months 2.10 2.30 2.50 2.70 2.40
4-Months 2.20 2.40 2.60 2.80 2.50
5-Months 2.40 2.60 2.80 3.00 2.70
6-Months 2.70 2.90 3.10 3.30 3.00
9-Months 2.80 3.00 3.20 3.40 3.10
1-Year 3.00 3.20 3.40 3.60 3.30
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Call Rates (Yield p a)
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Tenor Low Bid High Bid Low Offer High Offer Average
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Overnight 2.25 4.75 2.75 5.25 3.75
1-Week 2.25 2.50 2.75 3.00 2.63
2-Week 2.00 2.25 2.50 2.75 2.38
1-Month 2.10 2.30 2.50 2.70 2.40
2-Month 2.20 2.40 2.60 2.80 2.50
3-Month 2.30 2.50 2.70 2.90 2.60
4-Month 2.40 2.60 2.80 3.00 2.70
5-Month 2.60 2.80 3.00 3.20 2.90
6-Month 2.90 3.10 3.30 3.50 3.20
9-Month 3.10 3.30 3.50 3.70 3.40
1-Year 3.30 3.50 3.80 4.00 3.65
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 2.25 3.25
0.6-1.0 Years 2.75 3.50
1.1-1.5 Years 3.50 4.50
1.6-2.0 Years 4.80 5.20
2.1-2.5 Years 5.20 5.60
2.6-3.0 Years 5.50 5.80
3.1-3.5 Years 5.80 6.20
3.6-4.0 Years 6.20 6.60
4.1-4.5 Years 6.50 6.90
4.6-5.0 Years 6.60 6.90
6.6-7.0 Years 8.00 8.50
7.1-7.5 Years 8.20 8.60
7.6-8.0 Years 8.30 8.70
8.1-8.5 Years 8.40 8.80
8.6-9.0 Years 8.40 8.75
9.1-9.5 Years 8.20 8.40
9.6-10.0 Years 8.15 8.30
15 Years 8.95 9.20
20 Years 9.95 10.20
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FIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 2.35 3.35
0.6-1.0 Years 2.85 3.60
1.1-1.5 Years 3.60 4.60
1.6-2.0 Years 4.90 5.30
2.1-2.5 Years 5.30 5.70
2.6-3.0 Years 5.60 5.90
3.1-3.5 Years 5.90 6.30
3.6-4.0 Years 6.30 6.70
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Clean Deposit Market
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Tenor Range (% p a)
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01 Month 2.50 3.50
03 Months 2.75 3.75
06 Months 3.00 4.00
12 Months 3.50 4.50
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T-Bill Secondary Market Data
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3 Months, 6 Months &
12 Months Instruments
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Days to Maturity Yield Range %
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0-7 Days 4.00-4.50
8-15 Days 3.00-3.50
16-30 Days 2.30-2.50
31-60 Days 2.20-2.40
61-90 Days 2.10-2.30
91-120 Days 2.25-2.60
121-180 Days 2.45-2.80
181-270 Days 2.60-2.90
271-365 Days 2.90-3.30
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Kerb Market FX Rate
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Currency Bid Offer
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USD 58.70 58.75
EUR 71.00 71.30
GBP 107.00 107.30
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