DAILY MONEY MARKET COMMENTS: Today market initiated at the level of 5.00% - 6.00%. Most of the trades were seen at the level of 5.50% - 6.00% and closed at 5.00% - 5.50%.
10-year PIB (8%) coupon was quoted in the range of 7.75% - 7.82%.
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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 5.25 6.00 5.75 6.50 5.88
1-Week 3.25 3.50 3.75 4.00 3.63
2-Week 2.25 2.50 2.75 3.00 2.63
1-Month 1.90 2.00 2.10 2.20 2.05
2-Months 2.00 2.25 2.40 2.60 2.31
3-Months 2.10 2.25 2.35 2.50 2.30
4-Months 2.25 2.40 2.60 2.75 2.50
5-Months 2.30 2.60 2.75 3.00 2.66
6-Months 2.50 2.75 3.00 3.25 2.88
9-Months 2.75 3.00 3.25 3.50 3.13
1-Year 3.50 3.75 3.90 4.00 3.79
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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 5.50 6.25 6.00 6.75 6.13
1-Week 3.50 3.75 4.00 4.25 3.88
2-Week 2.50 2.75 3.25 3.50 3.00
1-Month 2.00 2.10 2.50 2.75 2.34
2-Month 2.20 2.40 2.60 2.75 2.49
3-Month 2.40 2.60 2.75 3.00 2.69
4-Month 2.50 2.75 2.75 3.00 2.75
5-Month 2.50 2.75 2.90 3.10 2.81
6-Month 2.75 3.00 3.25 3.50 3.13
9-Month 3.25 3.50 3.75 4.00 3.63
1-Year 3.50 3.75 4.00 4.25 3.88
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 1.80 2.60
0.6-1.0 Years 2.70 3.30
1.1-1.5 Years 3.50 4.25
1.6-2.0 Years 4.50 5.00
2.1-2.5 Years 4.80 5.20
2.6-3.0 Years 5.00 5.40
3.1-3.5 Years 5.40 5.80
3.6-4.0 Years 5.60 6.00
4.1-4.5 Years 5.80 6.20
4.6-5.0 Years 6.00 6.40
6.6-7.0 Years 7.60 7.90
7.1-7.5 Years 7.70 8.00
7.6-8.0 Years 7.70 8.00
8.1-8.5 Years 7.75 8.00
8.6-9.0 Years 7.75 8.00
9.1-9.5 Years 7.70 7.85
9.6-10.0 Year 7.75 7.82
15 Years 8.80 9.00
20 Years 9.80 10.00
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FIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 1.90 2.70
0.6-1.0 Years 2.70 3.20
1.1-1.5 Years 3.60 4.20
1.6-2.0 Years 4.50 5.00
2.1-2.5 Years 4.70 5.20
2.6-3.0 Years 4.90 5.40
3.1-3.5 Years 5.20 5.70
3.6-4.0 Years 5.50 6.00
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Clean Deposit Market
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Tenor Range (% p a)
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01 Months 2.75 3.75
03 Months 3.00 3.75
06 Months 4.00 4.50
12 Months 4.25 5.00
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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 4.00-5.00
8-15 Days 3.50-4.00
16-30 Days 2.00-2.25
31-60 Days 2.25-2.50
61-90 Days 2.10-2.30
91-120 Days 2.30-2.50
121-180 Days 2.40-2.70
181-270 Days 2.50-2.80
271-365 Days 2.60-2.90
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Kerb Market FX Rate
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Currency Bid Offer
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USD 59.13 59.18
EUR 71.60 71.90
GBP 106.70 107.00
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