WEEKLY FIXED INCOME REPORT | 21 July 2025

MONEY MARKET STATISTICS

Interbank lending volumes eased to KES 10.75bn from KES 11.93bn, despite an increase in transaction activity over the week. Meanwhile, the average interbank rate held steady, edging up slightly to 9.64%, amid continued liquidity absorption in the market by the Central Bank. The table below summarizes the market liquidity indicators:

On a month-on-month basis, average traded volumes remain below what was recorded in the previous month as shown below:

Interbank rates remain well anchored within the corridor. See the chart below;

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