Page 58 - May 2017

Table 51: Transactions on the Interbank Money Market: May 2015 to May 2017

Period Amount Transacted Daily Range of Interbank
Average1
May-17 Interbank W.A.I
01-04 May
05-11 May Lowest Highest Total Rates Rate2
12-18 May
19-25 May (Rs million) (Per cent per annum)
26-31 May
21 396 657 164 0.95-2.90 1.19
121 421 1,994 285 0.90-2.90 1.09
21 121 494 71 0.90-2.90 1.48
21 21 144 21 2.90
50 50 250 50 2.90 0.93
0.90-0.95

May-15 40 165 960 120 1.25-1.90 1.47
Jun-15 1.00-1.25 1.06
Jul-15 25 425 2,335 195 0.90-1.00 0.99
Aug-15 0.85-1.75 1.10
Sep-15 25 100 445 56 1.00-1.75 1.18
Oct-15 1.00-1.30 1.11
Nov-15 250 1,880 7,560 687 1.05-1.20 1.11
Dec-15 1.15-2.00 1.28
Jan-16 16 530 5,116 222 1.20-2.00 1.60
Feb-16 1.20-1.75 1.56
Mar-16 25 1,095 6,250 298 1.40-1.70 1.46
Apr-16 1.35-1.75 1.45
May-16 80 515 8,780 314 1.25-2.00 1.58
Jun-16 1.20-1.90 1.38
Jul-16 100 555 9,405 303 1.65-4.00 2.63
Aug-16 1.35-1.70 1.42
Sep-16 20 420 5,370 173 1.25-1.75 1.37
Oct-16 1.25-1.75 1.39
Nov-16 105 1,830 20,405 704 1.40-2.15 1.66
Dec-16 1.40-1.70 1.52
Jan-17 125 775 8,305 319 1.20-1.40 1.31
Feb-17 0.95-2.90 1.08
Mar-17 250 1,980 24,710 824 0.95-2.90 1.15
Apr-17 0.95-2.90 1.09
May-17 30 1,980 4,920 378 0.90-2.90 1.23

30 975 13,740 528

100 2,830 30,170 1,006

100 775 10,245 330

75 1,005 13,065 523

200 2,010 25,120 810

100 1,780 16,430 548

50 420 5,285 170

50 250 3,100 124

50 600 4,891 233

71 1,206 15,526 501

21 1,041 8,445 282

21 421 3,538 118

1 For transactions days only. 2 Interbank Weighted Average Interest Rate.
Figures may not add up to totals due to rounding
Source: Financial Markets Operations Division.