DAILY MONEY MARKET COMMENTS: The interbank market initiated within the range of 8.50% - 9.00%. Major trading was witnessed within the range of 8.50% - 8.75% and closed within the range of 8.50% - 8.75%.
=================================================================
Repo Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 8.00 8.90 8.40 9.00 8.58
1-Week 8.90 9.30 9.10 9.40 9.18
2-Week 9.00 9.20 9.20 9.25 9.16
1-Month 9.00 9.25 9.20 9.30 9.19
2-Months 9.00 9.25 9.20 9.30 9.19
3-Months 9.00 9.20 9.15 9.25 9.15
4-Months 8.90 9.20 9.15 9.25 9.13
5-Months 8.90 9.20 9.15 9.25 9.13
6-Months 9.00 9.25 9.20 9.30 9.19
9-Months 9.10 9.25 9.30 9.35 9.25
1-Year 9.10 9.30 9.30 9.35 9.26
=================================================================
Call Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 8.00 9.00 8.50 9.25 8.69
1-Week 9.00 9.40 9.25 9.50 9.29
2-Week 9.10 9.40 9.40 9.50 9.35
1-Month 9.20 9.40 9.35 9.45 9.35
2-Months 9.20 9.40 9.30 9.45 9.34
3-Months 9.20 9.45 9.30 9.50 9.36
4-Months 9.20 9.45 9.35 9.50 9.38
5-Months 9.20 9.45 9.35 9.50 9.38
6-Months 9.20 9.50 9.35 9.55 9.40
9-Months 9.25 9.50 9.40 9.60 9.44
1-Year 9.30 9.50 9.40 9.60 9.45
=================================================================
================================
PIB Secondary Market Data
--------------------------------
Maturity Yield Range
================================
0.1-0.5 Years 9.40 9.50
0.6-1.0 Years 9.50 9.55
1.1-1.5 Years 9.90 10.00
1.6-2.0 Years 10.20 10.25
2.1-2.5 Years 10.25 10.30
2.6-3.0 Years 10.35 10.40
3.1-3.5 Years 10.85 10.90
3.6-4.0 Years 10.90 10.95
4.1-4.5 Years 10.95 11.00
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 11.35 11.40
7.1-7.5 Years 11.40 11.45
7.6-8.0 Years 11.45 11.50
8.1-8.5 Years 11.45 11.50
8.6-9.0 Years 11.50 11.55
9.1-9.5 Years 11.50 11.55
9.5-10.0 Years 11.45 11.50
15 Years 12.00 12.10
20 Years 12.10 12.15
30 Years 12.15 12.20
================================
Clean Deposit Market
--------------------------------
Tenor Range (% p a)
================================
1 Month 9.50 9.75
3 Months 9.50 9.90
6 Months 9.75 10.00
12 Months 9.80 10.00
================================
T-Bill Secondary Market Data
================================
3 Months, 6 Months &
================================
12 Months Instruments
================================
Days to Maturity Yield Range %
================================
0-7 Days 9.10 9.20
8-15 Days 9.15 9.20
16-30 Days 9.20 9.25
31-60 Days 9.18 9.22
61-90 Days 9.18 9.22
91-120 Days 9.16 9.18
121-180 Days 9.15 9.18
181-270 Days 9.28 9.32
271-365 Days 9.28 9.32
================================
Kerb Market FX Rate
--------------------------------
Currency Bid Offer
--------------------------------
USD 97.7 98
EUR 129.00 130.00
GBP 158.00 159.00
JPY 1.17 1.20
================================