DAILY MONEY MARKET COMMENTS: The interbank market initiated within the range of 7.00%-7.10%. Market gained momentum and major trading was witnessed within the range of 8.50%-9.00% and eventually closed at the top level 9.90%.
=================================================================
Repo Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 7.00 9.90 7.05 9.90 8.46
1-Week 8.25 9.00 8.75 9.10 8.78
2-Week 8.50 9.00 8.90 9.15 8.89
1-Month 8.90 9.15 9.10 9.25 9.10
2-Months 9.00 9.25 9.15 9.40 9.20
3-Months 9.10 9.35 9.30 9.40 9.29
4-Months 9.20 9.35 9.30 9.40 9.31
5-Months 9.20 9.40 9.35 9.45 9.35
6-Months 9.20 9.40 9.40 9.50 9.38
9-Months 9.25 9.45 9.40 9.50 9.40
1-Year 9.25 9.45 9.40 9.50 9.40
=================================================================
Call Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 7.00 9.90 7.10 9.90 8.48
1-Week 8.50 9.15 9.00 9.25 8.98
2-Week 8.75 9.15 9.10 9.25 9.06
1-Month 9.10 9.25 9.25 9.40 9.25
2-Months 9.10 9.50 9.30 9.60 9.38
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
=================================================================
================================
PIB Secondary Market Data
--------------------------------
Maturity Yield Range
================================
0.1-0.5 Years 9.40 9.45
0.6-1.0 Years 9.50 9.55
1.1-1.5 Years 10.05 10.10
1.6-2.0 Years 10.15 10.20
2.1-2.5 Years 10.35 10.40
2.6-3.0 Years 10.40 10.45
3.1-3.5 Years 10.80 10.85
3.6-4.0 Years 10.85 10.90
4.1-4.5 Years 10.90 10.95
4.6-5.0 Years 10.95 11.00
5.1-5.5 Years 11.15 11.20
5.6-6.0 Years 11.25 11.30
6.1-6.5 Years 11.30 11.35
6.6-7.0 Years 11.40 11.45
7.1-7.5 Years 11.55 11.60
7.6-8.0 Years 11.50 11.55
8.1-8.5 Years 11.58 11.62
8.6-9.0 Years 11.58 11.62
9.1-9.5 Years 11.55 11.60
9.5-10.0 Years 11.55 11.60
15 Years 12.10 12.15
20 Years 12.15 12.20
30 Years 12.20 12.25
================================
Clean Deposit Market
--------------------------------
Tenor Range (% p a)
================================
1 Month 9.40 9.70
3 Months 9.75 9.90
6 Months 9.75 10.00
12 Months 9.75 10.00
================================
T-Bill Secondary Market Data
================================
3 Months, 6 Months &
================================
12 Months Instruments
================================
Days to Maturity Yield Range %
================================
0-7 Days 8.75 9.00
8-15 Days 8.90 9.00
16-30 Days 9.05 9.15
31-60 Days 9.15 9.20
61-90 Days 9.20 9.25
91-120 Days 9.25 9.27
121-180 Days 9.27 9.28
181-270 Days 9.35 9.38
271-365 Days 9.35 9.38
================================
Kerb Market FX Rate
--------------------------------
Currency Bid Offer
--------------------------------
USD 97.2 97.45
EUR 126.00 127.00
GBP 155.00 156.00
JPY 1.16 1.20
================================