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EGP T-Bills Secondary Market Executions

EGP T-Bills Secondary Market Executions

Tenor

W.A Yield%

Min%

Max%

Volume in EGP Mio

Trade Date

1 Month ( Up to 30 days )

11.846

10.000

13.000

654.300

01-02-2012

Months ( 31-60 days ) 12.691 11.250 13.500 210.225

01-02-2012

Months ( 61-91 days ) 12.731 11.500 12.850 149.000

01-02-2012

Months ( 92-182 days ) 14.223 12.550 15.000 953.075

01-02-2012

9 Months ( 183-273 days ) 15.532 14.800 15.700 742.525

01-02-2012

12 Months ( 274-364 days )

15.255

13.750

15.750 84.800

01-02-2012

 

EGP T-Bills "On-The-Run" Executions

Tenor

W.A Yield%

Min%

Max%

Volume in EGP Mio

Maturity

Trade Date

3 Months T-Bills

12.538 11.750 12.600 21.350

01-05-2012

01-02-2012

6 Months T-Bills

14.412 14.200 15.000 44.800

31-07-2012

01-02-2012

9 Months T-Bills

15.658 15.520 15.680 86.150

30-10-2012

01-02-2012

12 Months T-Bills

15.502

13.750

15.750

42.725

29-01-2013

01-02-2012