DAILY MONEY MARKET COMMENTS: The interbank market initiated at 9.75%-9.90%. Major trading was witnessed within the range of 9.50%- 9.80% and closed at the level of 9.50%.
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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 9.00 9.90 9.25 10.00 9.54
1-Week 9.80 9.90 9.95 10.00 9.91
2-Week 9.85 9.90 9.95 10.00 9.93
1-Month 9.90 9.95 9.95 10.00 9.95
2-Months 10.15 10.20 10.30 10.35 10.25
3-Months 10.20 10.25 10.30 10.40 10.29
4-Months 10.25 10.35 10.35 10.45 10.35
5-Months 10.35 10.40 10.35 10.50 10.40
6-Months 10.35 10.40 10.50 10.50 10.44
9-Months 10.40 10.40 10.50 10.55 10.46
1-Year 10.50 10.60 10.70 10.90 10.68
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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 9.00 9.90 9.25 10.00 9.54
1-Week 9.80 9.90 9.95 10.00 9.91
2-Week 9.85 9.90 9.95 10.00 9.93
1-Month 9.90 9.95 9.95 10.00 9.95
2-Months 10.15 10.20 10.30 10.35 10.25
3-Months 10.20 10.25 10.30 10.40 10.29
4-Months 10.25 10.35 10.35 10.45 10.35
5-Months 10.40 10.45 10.40 10.55 10.45
6-Months 10.40 10.45 10.55 10.55 10.49
9-Months 10.45 10.45 10.55 10.60 10.51
1-Year 10.55 10.65 10.75 10.95 10.73
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PIB Secondary Market Data
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Maturity Yield Range
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0.1- 0.5 Years 10.30 10.50
0.6- 1.0 Years 10.50 11.25
1.1- 1.5 Years 11.20 11.45
1.6- 2.0 Years 11.40 11.65
2.1- 2.5 Years 11.50 11.80
2.6- 3.0 Years 11.65 12.20
3.1- 3.5 Years 12.20 12.30
3.6- 4.0 Years 12.30 12.40
4.1- 4.5 Years 12.40 12.55
4.6- 5.0 Years 12.60 12.70
5.1- 5.5 Years 12.65 12.75
5.6- 6.0 Years 12.70 12.85
6.1- 6.5 Years 12.75 12.85
6.6- 7.0 Years 12.80 12.95
7.1- 7.5 Years 12.85 12.95
7.6- 8.0 Years 12.90 13.05
8.1- 8.5 Years 12.95 13.05
8.6- 9.0 Years 13.00 13.10
9.1- 9.5 Years 13.05 13.15
9.510.0 Years 13.10 13.25
15 Years 13.25 13.50
20 Years 13.50 13.75
30 Years 13.70 14.00
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 10.25 10.70
3 Months 10.40 10.90
6 Months 10.55 11.00
12 Months 10.75 11.20
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T-Bill Secondary Market Data
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3 Months, 6 Months &
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12 Months Instruments
Days to Maturity Yield Range %
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0-7 Days 9.85 9.95
8-15 Days 9.90 10.00
16-30 Days 9.90 10.00
31-60 Days 10.12 10.15
61-90 Days 10.20 10.30
91-120 Days 10.30 10.40
121-180 Days 10.45 10.55
181-270 Days 10.55 10.80
271-365 Days 10.75 11.00
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Kerb Market FX Rate
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Currency Bid Offer
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USD 138.70 139.2
EUR 158.10 158.85
GBP 176.10 177.00
JPY 1.27 1.30
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