Dataminal
NigeriaMoney & Markets

Nigeria Fixed Income

Every Treasury bill and OMO auction since 2002 and every FGN bond auction since 2008: amount offered, bids, amount sold and the stop rate, from the CBN's government-securities feed and the DMO's auction results.

Publishers
CBN and DMO
Frequency
Per auction
Latest auction
…
Coverage
2002 – present
Access
Table · API
Sources: Treasury bills and OMO bills from the Central Bank of Nigeria's government-securities feed, FGN bonds from the Debt Management Office's auction results. These are primary auctions: the rate each auction cleared at, not what the securities trade at afterwards.

Treasury bill stop rates

The 91, 182 and 364-day stop rates at every primary auction.

Discount rates, as the CBN prints them. To compare a bill with a bond, use the true yield, which the API carries beside each rate. A bill sold for 84 to 98 days counts as 91-day, because that is how the CBN labels a bill shifted around a holiday.

CBN sourceAPI docs

FGN bonds sold each month

Every DMO bond auction in the last three years, by month.

derived Amount sold is Dataminal's arithmetic: the allotment, plus non-competitive bonds where the DMO printed the allotment to the market only. A month with no bar held no auction in the record.

DMO sourceAPI docs