DAILY MONEY MARKET COMMENTS: Today money market was initiated at the level of 2.00% - 3.00%. As the day progressed market came down and was traded at the level of 1.50%-2.00%. Most of the trades were seen on these levels. At the end market further came down and was seen at the level of 1.00% - 1.50% and closed at the same level.
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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 1.00 2.00 1.50 2.50 1.75
1-Week 3.25 3.50 4.00 4.25 3.75
2-Week 3.50 3.75 4.00 4.50 3.94
1-Month 4.25 4.50 4.75 4.90 4.60
2-Months 4.40 4.60 4.80 5.00 4.70
3-Months 4.50 4.70 5.00 5.25 4.86
4-Months 4.75 4.90 5.20 5.40 5.06
5-Months 4.90 5.10 5.40 5.60 5.25
6-Months 5.25 5.50 5.70 5.90 5.59
9-Months 5.40 5.60 5.75 6.00 5.69
1-Year 5.75 6.00 6.25 6.50 6.13
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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 2.00 3.00 3.00 4.00 3.00
1-Week 4.50 4.75 5.25 5.50 5.00
2-Week 4.75 5.00 5.50 5.75 5.25
1-Month 4.90 5.10 5.60 5.80 5.35
2-Month 5.00 5.25 5.70 5.90 5.46
3-Month 5.75 6.00 6.25 6.50 6.13
4-Month 5.85 6.10 6.40 6.70 6.26
5-Month 6.00 6.25 6.50 6.80 6.39
6-Month 6.20 6.40 6.70 7.00 6.58
9-Month 6.25 6.50 6.75 7.00 6.63
1-Year 6.50 6.75 7.00 7.25 6.88
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 4.50 5.00
0.6-1.0 Years 4.75 5.25
1.1-1.5 Years 5.00 5.50
1.6-2.0 Years 5.50 6.00
2.1-2.5 Years 5.70 6.10
2.6-3.0 Years 5.75 6.15
3.1-3.5 Years 5.85 6.25
3.6-4.0 Years 6.30 6.70
4.1-4.5 Years 6.40 6.80
5.6-6.0 Years 7.40 7.75
6.1-6.5 Years 7.45 7.85
6.6-7.0 Years 7.50 7.90
7.1-7.5 Years 7.55 7.90
7.6-8.0 Years 7.60 7.80
8.1-8.5 Years 7.65 7.85
8.6-9.0 Years 7.60 7.90
9.1-9.5 Years 7.70 7.95
9.6-10.0 Year 7.75 7.90
15 Years 8.90 9.00
20 Years 9.95 10.05
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FIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 4.50 4.90
0.6-1.0 Years 5.00 5.25
1.1-1.5 Years 5.20 5.40
1.6-2.0 Years 5.25 5.50
2.1-2.5 Years 5.30 5.60
2.6-3.0 Years 5.35 5.80
3.1-3.5 Years 6.00 6.40
3.6-4.0 Years 6.25 6.50
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Clean Deposit Market
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Tenor Range (% p a)
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01 Month 8.00 9.00
03 Months 6.75 7.25
06 Months 7.00 7.75
12 Months 7.50 8.25
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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 6.25-6.75
8-15 Days 5.50-6.00
16-30 Days 5.20-5.50
31-60 Days 4.80-5.20
61-90 Days 4.70-5.00
91-120 Days 4.80-5.10
121-180 Days 4.90-5.10
181-270 Days 5.00-5.15
271-365 Days 5.10-5.30
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Kerb Market FX Rate
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Currency Bid Offer
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USD 59.30 59.40
EUR 77.50 77.80
GBP 112.00 112.40
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