DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 12.25% -12.40%. In Repo, market remained fixed at the level of 12.40%. Money Market closed at the level of 12.40%.
For Saturday it is expected that money market would trade at the level of 11.90% - 12.25%.
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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 12.25 12.40 12.40 12.45 12.38
1-Week 11.70 12.05 12.00 12.10 11.96
2-Week 11.70 11.95 11.95 12.05 11.91
1-Month 11.75 11.95 11.90 12.00 11.90
2-Months 11.75 11.90 11.90 12.00 11.89
3-Months 11.75 11.95 11.95 12.00 11.91
4-Months 11.80 12.00 12.00 12.10 11.98
5-Months 11.80 12.00 12.00 12.10 11.98
6-Months 11.80 12.00 12.00 12.10 11.98
9-Months 11.85 12.00 11.95 12.15 11.99
1-Year 11.90 12.00 12.00 12.10 12.00
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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 12.40 12.40 12.45 12.38
1-Week 12.00 12.15 12.10 12.20 12.11
2-Week 11.85 12.10 11.90 12.15 12.00
1-Month 11.85 12.10 12.00 12.20 12.04
2-Months 11.90 12.15 12.10 12.25 12.10
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 Year 12.00 12.15
0.6-1.0 Year 12.10 12.15
1.1-1.5 Year 12.15 12.20
1.6-2.0 Year 12.20 12.25
2.1-2.5 Year 12.20 12.30
2.6-3.0 Year 12.20 12.30
3.1-3.5 Year 12.25 12.30
3.6-4.0 Year 12.35 12.40
4.1-4.5 Year 12.35 12.40
4.6-5.0 Year 12.35 12.40
5.1-5.5 Year 12.40 12.45
5.6-6.0 Year 12.45 12.50
6.1-6.5 Year 12.45 12.50
6.6-7.0 Year 12.45 12.50
7.1-7.5 Year 12.47 12.49
7.6-8.0 Year 12.47 12.49
8.1-8.5 Year 12.46 12.48
8.6-9.0 Year 12.46 12.48
9.1-9.5 Year 12.46 12.48
9.5-10.0 Years 12.45 12.47
15 Years 12.70 12.75
20 Years 13.00 13.10
30 Years 13.10 13.15
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 12.00 12.25
3 Months 12.20 12.40
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 12.00
8-15 Days 11.90 11.95
16-30 Days 11.85 11.90
31-60 Days 11.87 11.91
61-90 Days 11.85 11.90
91-120 Days 11.87 11.94
121-180 Days 11.87 11.92
181-270 Days 11.94 11.98
271-365 Days 11.94 12.00
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Kerb Market FX Rate
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Currency Bid Offer
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USD 85.50 85.70
EUR 120.90 122.10
GBP 137.40 138.70
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