MONETARY AND FOREIGN EXCHANGE OPERATIONS

(September 1999)
CENTRAL BANK CERTIFICATES OF DEPOSIT (CDBCRP) In millions of nuevos soles Monday 06 Tuesday 07 Wednesday 08 Thursday 09 Friday 10
Stock of CDBCRP 1580.6 1580.6 1630.6 1660.6 1660.6
Next due date of CDBCRP (September 14, 1999)     20.0 140.0 140.0
Amount of CDBCRP     455.0 435.0 435.0
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 34.0 168.2 72.8 68.4  
- Proposals accepted 20.0 120.0 50.0 50.0  
Maturity CDBCRP 16 weeks 12 weeks 16 weeks 12 weeks  
Interest rates accepted          
- Minimum 10.70% 10.73% 11.16% 11.50%  
- Maximum 11.19% 11.74% 12.33% 13.00%  
- Average 11.08% 11.19% 11.75% 12.28%  
Outcome of the buying auction sale CDBCRP (Repo)          
- Proposals received          
- Proposals accepted          
Interest rates accepted          
- Minimum          
- Maximum          
- Average          
Secondary Market of CDBCRP          
Amount traded 10.0     5.3 9.0
Interest rates (Profit rate to the buyer)          
- Minimum 9.10%     10.81% 10.75%
- Maximum 9.10%     11.22% 11.75%
- Average 9.10%     10.91% 11.08%
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)          
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) 174.4 242.9 210.1 271.7 160.0
Interbanking operations (domestic currency)          
- Amount (millions of Soles) 148.8 226.0 163.1 121.0 89.3
Interes rates          
- Minimun 8.00% 7.50% 8.00% 9.00% 12.00%
- Maximun 16.50% 11.50% 13.00% 16.00% 16.00%
- Average 12.09% 9.89% 10.70% 11.82% 14.41%
Interbanking operations (foreign currency)          
- Amount (millions of US dollars) 137.5 159.0 183.5 135.0 129.5
Interes rates          
- Minimun 6.00% 6.00% 6.00% 5.90% 5.75%
- Maximun 9.50% 9.50% 9.50% 9.50% 9.50%
- Average 6.52% 6.47% 6.56% 6.72% 6.69%
Commercial Banks operations in the foreign exchange market (millions of US dollars)          
Spot net purchases -12.4 -1.6 -5.0 -1.3 10.6
Forwards net purchase -1.7 8.5 8.6 -6.8 0.7
Total spot operations 93.0 145.4 123.7 122.1 169.6
Total forward operations 3.7 20.1 21.4 11.0 24.9