Long Weekend Loading
Another slow day in the T-bill space as the market once again shied away from the auction. The CBK only managed to lock in KES 9.776Bn, well short of their KES 24Bn target.
Linked are the results in full.
|
|
| Indicative Two-Way Quotes - Benchmark Tenors |
| Benchmark Tenor |
Bid (%) |
Offer (%) |
Mov (t-t0)% |
| 1Yr |
8.00 |
7.50 |
0.00 |
| 2Yr |
9.10 |
9.00 |
0.00 |
| 5yr |
11.20 |
11.00 |
0.00 |
| 10yr |
12.20 |
12.10 |
0.00 |
| 15yr |
12.90 |
12.65 |
0.00 |
| 20yr |
13.40 |
13.35 |
0.00 |
| 25yr |
13.80 |
13.75 |
0.28 |
|
|
| Indicative Two-Way Quotes - IFB Series |
| IFB series |
Maturity |
Bid (%) |
Offer (%) |
Mov (t-t0)% |
| IFB1/2017/7 (IFB13) |
Nov-24 |
9.20 |
8.75 |
0.00 |
| IFB1/2016/9 (IFB10) |
May-25 |
9.20 |
8.75 |
0.00 |
| IFB1/2015/12 (IFB8) |
Mar-27 |
9.50 |
9.00 |
0.00 |
| IFB1/2017/12 (IFB12) |
Feb-29 |
10.80 |
10.60 |
0.00 |
| IFB1/2016/15 (IFB11) |
Oct-31 |
11.10 |
10.95 |
0.00 |
| IFB1/2018/15 (IFB14) |
Jan-33 |
11.35 |
11.25 |
0.00 |
| IFB1/2018/20 (IFB15) |
Oct-38 |
12.00 |
11.70 |
0.00 |
| IFB1/2019/25 (IFB16) |
Feb-44 |
12.50 |
12.10 |
0.00 |
| IFB1/2019/16 (IFB17) |
Oct-35 |
12.00 |
11.75 |
0.00 |
| IFB1/2020/9 (IFB18) |
Apr-29 |
10.95 |
10.80 |
0.00 |
| IFB1/2020/6 (IFB19) |
May-26 |
9.30 |
9.00 |
0.00 |
| IFB1/2020/11 (IFB20) |
Aug-31 |
11.10 |
10.95 |
0.00 |
| IFB1/2021/16 (IFB21) |
Jan-37 |
12.00 |
11.85 |
0.00 |
| IFB1/2021/18 (IFB22) |
Mar-39 |
12.30 |
12.05 |
0.00 |
| IFB1/2021/21 (IFB23) |
Aug-42 |
12.55 |
12.45 |
0.00 |
|
|
| Key Interest Rates |
|
Mov (bps) |
| O/N Interbank |
6.1063% |
-27.68 |
| 91 Day T-bill |
6.935% |
4 |
| 182 Day T-bill |
7.316% |
3.40 |
| 364 Day T-bill |
8.028% |
7.90 |
| Inflation |
6.91% |
34.00 |
|
|
|
|
