DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 12.25% - 12.30%. In Repo, major deals were done in the range of 12.35% - 12.40%. Money Market closed at the level of 12.40%. For Wednesday it is expected that money market would trade at the level of 12.20% - 12.40%.
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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 12.25 12.40 12.30 12.40 12.34
1-Week 11.75 12.00 12.00 12.20 11.99
2-Week 11.70 12.00 11.95 12.10 11.94
1-Month 11.75 12.00 12.00 12.10 11.96
2-Months 11.75 11.95 11.95 12.05 11.93
3-Months 11.80 11.95 12.00 12.05 11.95
4-Months 11.85 12.00 12.00 12.10 11.99
5-Months 11.85 12.00 12.00 12.10 11.99
6-Months 11.90 12.05 12.05 12.15 12.04
9-Months 11.90 12.05 12.05 12.15 12.04
1-Year 11.95 12.05 12.05 12.15 12.05
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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 12.25 12.45 12.40 12.50 12.40
1-Week 12.00 12.25 12.10 12.30 12.16
2-Week 12.00 12.15 12.10 12.25 12.13
1-Month 12.00 12.15 12.15 12.20 12.13
2-Months 12.00 12.15 12.10 12.25 12.13
3-Months 12.00 12.25 12.15 12.30 12.18
4-Months 12.15 12.25 12.20 12.30 12.23
5-Months 12.15 12.30 12.20 12.35 12.25
6-Months 12.15 12.30 12.25 12.35 12.26
9-Months 12.15 12.40 12.35 12.45 12.34
1-Year 12.25 12.45 12.40 12.50 12.40
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 12.20 12.25
0.6-1.0 Years 12.20 12.25
1.1-1.5 Years 12.25 12.30
1.6-2.0 Years 12.25 12.30
2.1-2.5 Years 12.25 12.30
2.6-3.0 Years 12.30 12.35
3.1-3.5 Years 12.35 12.40
3.6-4.0 Years 12.35 12.40
4.1-4.5 Years 12.35 12.40
4.6-5.0 Years 12.40 12.45
5.1-5.5 Years 12.45 12.50
5.6-6.0 Years 12.45 12.50
6.1-6.5 Years 12.54 12.58
6.6-7.0 Years 12.54 12.58
7.1-7.5 Years 12.53 12.57
7.6-8.0 Years 12.53 12.56
8.1-8.5 Years 12.53 12.56
8.6-9.0 Years 12.52 12.55
9.1-9.5 Years 12.52 12.55
9.5-10.0Years 12.51 12.54
15 Years 12.70 12.80
20 Years 13.00 13.10
30 Years 13.10 13.20
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 12.10 12.30
3 Months 12.15 12.30
6 Months 12.30 12.50
12 Months 12.40 12.60
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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 11.95 12.05
8-15 Days 11.90 12.00
16-30 Days 11.95 12.00
31-60 Days 11.90 11.95
61-90 Days 11.90 11.95
91-120 Days 11.90 11.96
121-180 Days 11.97 12.00
181-270 Days 11.98 12.04
271-365 Days 12.00 12.04
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Kerb Market FX Rate
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Currency Bid Offer
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USD 84.95 85.30
EUR 122.50 123.70
GBP 136.30 137.50
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