DAILY MONEY MARKET COMMENTS: The interbank market initiated at 12.50%-13.00%. Major trading was witnessed within the range of 12.75%-13.00% and closed at the level of 13.00%-13.25%.
=================================================================
Repo Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 12.50 13.00 12.75 13.25 12.88
1-Week 13.10 13.20 13.35 13.45 13.28
2-Week 13.20 13.30 13.40 13.50 13.35
1-Month 13.25 13.30 13.45 13.50 13.38
2-Months 13.25 13.30 13.45 13.50 13.38
3-Months 13.30 13.35 13.50 13.55 13.43
4-Months 13.30 13.35 13.50 13.55 13.43
5-Months 13.35 13.40 13.55 13.60 13.48
6-Months 13.35 13.40 13.55 13.60 13.48
9-Months 13.40 13.45 13.70 13.85 13.60
1-Year 13.40 13.45 13.70 13.85 13.60
=================================================================
Call Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 12.50 13.00 12.75 13.25 12.88
1-Week 13.10 13.20 13.35 13.45 13.28
2-Week 13.20 13.30 13.40 13.50 13.35
1-Month 13.25 13.30 13.45 13.50 13.38
2-Months 13.25 13.30 13.45 13.50 13.38
3-Months 13.30 13.35 13.50 13.55 13.43
4-Months 13.30 13.35 13.50 13.55 13.43
5-Months 13.35 13.40 13.55 13.60 13.48
6-Months 13.35 13.40 13.55 13.60 13.48
9-Months 13.40 13.45 13.70 13.85 13.60
1-Year 13.40 13.45 13.70 13.85 13.60
=================================================================
================================
PIB Secondary Market Data
--------------------------------
Maturity Yield Range
================================
0.1- 0.5 Years 13.60 13.90
0.6- 1.0 Years 14.00 14.15
1.1- 1.5 Years 13.90 14.00
1.6- 2.0 Years 14.00 14.10
2.1- 2.5 Years 14.05 14.10
2.6- 3.0 Years 14.10 14.20
3.1- 3.5 Years 14.10 13.80
3.6- 4.0 Years 13.80 13.65
4.1- 4.5 Years 13.55 13.65
4.6- 5.0 Years 13.65 13.75
5.1- 5.5 Years 13.65 13.70
5.6- 6.0 Years 13.65 13.70
6.1- 6.5 Years 13.65 13.75
6.6- 7.0 Years 13.65 13.75
7.1- 7.5 Years 13.55 13.65
7.6- 8.0 Years 13.55 13.65
8.1- 8.5 Years 13.55 13.60
8.6- 9.0 Years 13.50 13.60
9.1- 9.5 Years 13.50 13.60
9.5- 10.0 Years 13.50 13.60
15 Years 13.85 14.00
20 Years 14.00 14.20
30 Years 14.10 14.30
================================
Clean Deposit Market
--------------------------------
Tenor Range (% p a)
================================
1 Month 13.30 13.85
3 Months 13.50 13.95
6 Months 13.60 14.10
12 Months 13.75 14.30
================================
T-Bill Secondary Market Data
================================
3 Months, 6 Months &
================================
12 Months Instruments
Days to Maturity Yield Range %
================================
0-7 Days 13.25 13.40
8-15 Days 13.35 13.45
16-30 Days 13.40 13.50
31-60 Days 13.50 13.60
61-90 Days 13.60 13.70
91-120 Days 13.70 13.85
121-180 Days 13.75 13.90
181-270 Days 13.85 14.00
271-365 Days 13.90 14.15
================================
Kerb Market FX Rate
--------------------------------
Currency Bid Offer
--------------------------------
USD 158.60 159.5
EUR 174.75 177.00
GBP 191.50 194.50
JPY 1.50 1.53
================================