DAILY MONEY MARKET COMMENTS: The interbank market initiated at 5.65%-5.75%. Major trading was witnessed within the range of 5.70%-5.80% and closed at the level of 5.75%.-5.80%.
=================================================================
Repo Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 5.65 5.75 5.70 5.80 5.73
1-Week 5.75 5.80 5.80 5.85 5.80
2-Week 5.80 5.85 5.85 5.90 5.85
1-Month 5.85 5.90 5.85 5.95 5.89
2-Months 5.85 5.90 5.90 5.95 5.90
3-Months 5.90 5.95 5.90 6.00 5.94
4-Months 5.90 5.95 5.90 6.00 5.94
5-Months 5.90 5.95 5.90 6.00 5.94
6-Months 5.90 5.95 5.90 6.00 5.94
9-Months 5.90 5.95 5.95 6.00 5.95
1-Year 5.90 5.95 5.95 6.00 5.95
=================================================================
Call Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 5.65 5.80 5.75 5.85 5.76
1-Week 5.80 5.85 5.85 5.95 5.86
2-Week 5.85 5.90 5.85 5.95 5.89
1-Month 5.85 5.90 5.90 6.00 5.91
2-Months 5.85 5.90 5.90 6.00 5.91
3-Months 5.90 5.95 5.95 6.05 5.96
4-Months 5.90 6.00 6.00 6.05 5.99
5-Months 5.90 6.00 6.00 6.05 5.99
6-Months 5.90 6.00 6.00 6.10 6.00
9-Months 5.90 6.00 6.00 6.10 6.00
1-Year 5.90 6.00 6.00 6.10 6.00
=================================================================
================================
PIB Secondary Market Data
--------------------------------
Maturity Yield Range
================================
0.1-0.5 Years 6.00 6.02
0.6-1.0 Years 6.03 6.07
1.1-1.5 Years 6.25 6.35
1.6-2.0 Years 6.40 6.50
2.1-2.5 Years 6.60 6.70
2.6-3.0 Years 7.15 7.25
3.1-3.5 Years 7.30 7.40
3.6-4.0 Years 7.45 7.55
4.1-4.5 Years 7.60 7.75
4.6-5.0 Years 7.75 7.85
5.1-5.5 Years 7.85 7.95
5.6-6.0 Years 7.90 8.00
6.1-6.5 Years 8.00 8.10
6.6-7.0 Years 8.10 8.20
7.1-7.5 Years 8.10 8.20
7.6-8.0 Years 8.15 8.25
8.1-8.5 Years 8.15 8.25
8.6-9.0 Years 8.20 8.30
9.1-9.5 Years 8.25 8.35
9.5-10.0 Years 9.35 8.45
15 Years 10.30 10.40
20 Years 10.70 10.80
30 Years 11.30 11.40
================================
Clean Deposit Market
--------------------------------
Tenor Range (% p a)
================================
1 Month 6.25 6.50
3 Months 6.25 6.50
6 Months 6.40 6.75
12 Months 6.50 7.00
================================
T-Bill Secondary Market Data
================================
3 Months, 6 Months &
================================
12 Months Instruments
================================
Days to Maturity Yield Range %
================================
0-7 Days 5.85 5.90
8-15 Days 5.88 5.93
16-30 Days 5.90 5.94
31-60 Days 5.90 5.93
61-90 Days 5.95 5.98
91-120 Days 5.99 6.02
121-180 Days 6.00 6.03
181-270 Days 6.01 6.05
271-365 Days 6.01 6.05
================================
Kerb Market FX Rate
--------------------------------
Currency Bid Offer
--------------------------------
USD 111.30 111.6
EUR 132.20 133.70
GBP 149.00 150.50
JPY 0.96 0.98
================================