 |
| Fixed Income Yield Curve |
| Country |
1MTH |
3MTH |
6MTH |
9MTH |
12MTH |
C.P.I% |
Kenya Repo |
| KENYA |
|
1.801 |
2.450 |
|
4.199 |
3.7 |
02July10 |
| UGANDA |
|
4.456 |
5.571 |
|
6.581 |
4.4 |
Rev Repo |
| TANZANIA |
0.65 |
2.99 |
3.08 |
|
6.35 |
7.9 |
no repo today |
| MAURITIUS |
|
3.64 |
4.40 |
|
4.73 |
2.3 |
|
| ZAMBIA |
|
4.7518 |
5.8116 |
6.6404 |
7.2314 |
9.1 |
Tanzania Repo |
| MALAWI |
|
7.19 |
11.33 |
11.87 |
|
6.7 |
7d 39bln 0.54% |
| NIGERIA |
|
2.2468 |
3.1487 |
|
4.1553 |
11.8 |
|
| EGYPT |
|
10.222 |
10.542 |
10.800 |
10.932 |
11.2 |
|
| SOUTH AFRICA |
|
6.66 |
6.74 |
|
|
|
Uganda Repo |
| GHANA |
|
12.88 |
13.37 |
|
13.80 |
10.68 |
02July10 |
| no repo today |
|
|
|
|
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|
|
|
|
|
|
|
| 12 wk avg 6.977 |
|
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