MONETARY AND FOREIGN EXCHANGE OPERATIONS

(September 1999)
CENTRAL BANK CERTIFICATES OF DEPOSIT (CDBCRP) In millions of nuevos soles Tuesday 31 Wednesday 01 Thursday 02 Friday 03
Stock of CDBCRP 1450.6 1480.6 1520.6 1560.6
Next due date of CDBCRP (September 07, 1999)       120.0
Amount of CDBCRP       575.0
Auction sale of the Banco de la Nacion deposits        
- Proposals received        
- Proposals accepted        
Interest rates accepted        
- Minimum        
- Maximum        
- Average        
Outcome of the auction sale        
- Proposals received 104.5 163.4 112.2 82.0
- Proposals accepted 35.0 80.0 40.0 40.0
Maturity CDBCRP 16 weeks 16 semanas 16 semanas 16 semanas
Interest rates accepted        
- Minimum 10.20% 10.50% 10.49% 10.89%
- Maximum 10.89% 10.75% 11.08% 11.24%
- Average 10.72% 10.65% 10.70% 11.11%
Outcome of the buying auction sale CDBCRP (Repo)        
- Proposals received        
- Proposals accepted        
Interest rates accepted        
- Minimum        
- Maximum        
- Average        
Secondary Market of CDBCRP        
Amount traded 4.5 20.0 8.3 18.0
Interest rates (Profit rate to the buyer)        
- Minimum 8.90% 9.10% 10.00% 9.26%
- Maximum 10.24% 9.47% 11.22% 10.00%
- Average 9.79% 9.23% 10.58% 9.60%
SHORT TERM CREDITS (with CDBCRP guarenteed)        
- Amount (millions of nuevos soles)        
- Interest rates        
SHORT TERM CREDITS (with CDBCRP guarenteed)        
- Amount (millions of US dollars)        
- Interest rates        
SWAPS OPERATIONS OF FOREIGN CURRENCY        
- Amount (millions of US dollars) 0.2     7.4
Fee (daily efective rate) 0.0241% 0.0241% 0.0241% 0.0241%
PURCHASES OF FOREIGN CURRENCY AT OVER-THE-COUNTER        
- Amount (millions of US dollars)        
- Average exchange rate (S/. US$)        
OTHER INDICATORS        
Commercial bank current account in the BCRP (Stock in millions of nuevos soles) 134.9 110.7 87.3 146.3
Interbanking operations (domestic currency)        
- Amount (millions of Soles) 266.4 206.3 192.2 135.4
Interes rates        
- Minimun 3.00% 4.00% 7.50% 11.00%
- Maximun 5.00% 12.00% 14.00% 16.00%
- Average 3.74% 6.66% 11.38% 13.79%
Interbanking operations (foreign currency)        
- Amount (millions of US dollars) 99.7 63.5 118.5 163.9
Interes rates        
- Minimun 5.50% 5.75% 6.00% 6.00%
- Maximun 9.50% 7.50% 9.50% 9.50%
- Average 6.61% 6.41% 6.60% 6.84%
Commercial Banks operations in the foreign exchange market (millions of US dollars)        
Spot net purchases -5.0 -17.4 -6.6 7.5
Forwards net purchase -21.3 -1.7 -5.3 -1.0
Total spot operations 207.8 152.2 185.1 133.0
Total forward operations 35.7 3.7 8.1 10.8