DAILY MONEY MARKET COMMENTS: The interbank market initiated within the range of 9.00%-9.25%. Soon after, market lost momentum and major trading was witnessed within the range of 7.50%-8.00%. The market eventually closed within the range of 7.00%-7.10%.
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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 7.00 8.75 7.00 9.00 7.94
1-Week 8.00 8.50 8.25 8.75 8.38
2-Week 8.25 8.75 8.50 9.00 8.63
1-Month 8.75 9.00 9.10 9.20 9.01
2-Months 9.15 9.30 9.25 9.40 9.28
3-Months 9.15 9.40 9.35 9.50 9.35
4-Months 9.20 9.40 9.35 9.45 9.35
5-Months 9.20 9.40 9.35 9.45 9.35
6-Months 9.20 9.45 9.40 9.50 9.39
9-Months 9.25 9.50 9.40 9.55 9.43
1-Year 9.25 9.50 9.40 9.55 9.43
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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 7.00 9.00 7.00 9.10 8.03
1-Week 8.10 8.90 8.50 9.10 8.65
2-Week 8.50 9.15 8.75 9.20 8.90
1-Month 9.00 9.50 9.25 9.60 9.34
2-Months 9.00 9.50 9.30 9.60 9.35
3-Months 9.10 9.60 9.35 9.70 9.44
4-Months 9.15 9.65 9.35 9.70 9.46
5-Months 9.20 9.70 9.40 9.75 9.51
6-Months 9.20 9.70 9.50 9.75 9.54
9-Months 9.25 9.75 9.60 9.80 9.60
1-Year 9.40 9.85 9.75 9.90 9.73
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 9.40 9.45
0.6-1.0 Years 9.50 9.55
1.1-1.5 Years 10.00 10.05
1.6-2.0 Years 10.15 10.20
2.1-2.5 Years 10.30 10.35
2.6-3.0 Years 10.30 10.35
3.1-3.5 Years 10.70 10.75
3.6-4.0 Years 10.70 10.75
4.1-4.5 Years 10.75 10.80
4.6-5.0 Years 10.75 10.80
5.1-5.5 Years 11.10 11.15
5.6-6.0 Years 11.20 11.25
6.1-6.5 Years 11.25 11.30
6.6-7.0 Years 11.30 11.35
7.1-7.5 Years 11.35 11.40
7.6-8.0 Years 11.40 11.45
8.1-8.5 Years 11.45 11.50
8.6-9.0 Years 11.45 11.50
9.1-9.5 Years 11.40 11.46
9.5-10.0 Years 11.40 11.46
15 Years 12.10 12.15
20 Years 12.15 12.20
30 Years 12.20 12.25
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 9.40 9.70
3 Months 9.50 9.60
6 Months 9.60 9.90
12 Months 9.75 10.00
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T-Bill Secondary Market Data
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3 Months, 6 Months &
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12 Months Instruments
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Days to Maturity Yield Range %
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0-7 Days 8.25 8.50
8-15 Days 8.70 8.90
16-30 Days 9.00 9.15
31-60 Days 9.22 9.26
61-90 Days 9.24 9.28
91-120 Days 9.25 9.30
121-180 Days 9.26 9.30
181-270 Days 9.34 9.37
271-365 Days 9.34 9.37
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Kerb Market FX Rate
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Currency Bid Offer
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USD 97.25 97.50
EUR 122.00 123.00
GBP 153.00 154.00
JPY 1.18 1.22
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