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Print edition: 2012-01-21
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (January 20, 2012).
Money market report by Khadim Ali Shah Bukhari & Co on Friday (January 20, 2012).
DAILY MONEY MARKET COMMENTS: SBP injected [email protected]% through 7 days OMO against an outflow of PkR255.6bn while the total participation was PKR274.0bn. Most of the trades were executed within the range of 11.25%-11.50%. The market closed at level of 11.0%.
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Repo Rates (Yield p a)
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Tenor Low Bid High Bid Low Offer High Offer Average
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Overnight 11.00 11.75 11.25 11.90 11.48
1-Week 11.50 11.70 11.65 11.75 11.65
2-Week 11.55 11.75 11.70 11.80 11.70
1-Month 11.55 11.75 11.75 11.80 11.71
2-Months 11.60 11.75 11.75 11.85 11.74
3-Months 11.65 11.80 11.75 11.85 11.76
4-Months 11.65 11.80 11.75 11.85 11.76
5-Months 11.70 11.80 11.80 11.85 11.79
6-Months 11.70 11.80 11.80 11.85 11.79
9-Months 11.70 11.85 11.85 11.90 11.83
1-Year 11.70 11.85 11.85 11.90 11.83
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Call Rates (Yield p a)
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Tenor Low Bid High Bid Low Offer High Offer Average
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Overnight 11.00 11.90 11.25 11.90 11.51
1-Week 11.50 11.80 11.75 11.85 11.73
2-Week 11.60 11.85 11.75 11.90 11.78
1-Month 11.75 11.85 11.80 11.95 11.84
2-Months 11.75 11.85 11.85 11.95 11.85
3-Months 11.75 11.85 11.90 11.95 11.86
4-Months 11.70 11.85 11.90 11.95 11.85
5-Months 11.80 11.90 11.90 12.00 11.90
6-Months 11.80 11.90 11.90 12.00 11.90
9-Months 11.85 12.00 12.00 12.10 11.99
1-Year 11.90 12.00 12.10 12.15 12.04
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 11.90 11.95
0.6-1.0 Years 11.90 11.95
1.1-1.5 Years 11.95 11.99
1.6-2.0 Years 11.98 12.00
2.1-2.5 Years 12.00 12.03
2.6-3.0 Years 12.00 12.02
3.1-3.5 Years 12.14 12.18
3.6-4.0 Years 12.25 12.30
4.1-4.5 Years 12.40 12.45
4.6-5.0 Years 12.40 12.45
5.1-5.5 Years 12.45 12.50
5.6-6.0 Years 12.45 12.50
6.1-6.5 Years 12.46 12.48
6.6-7.0 Years 12.47 12.51
7.1-7.5 Years 12.47 12.51
7.6-8.0 Years 12.45 12.48
8.1-8.5 Years 12.45 12.48
8.6-9.0 Years 12.42 12.46
9.1-9.5 Years 12.42 12.46
9.5-10.0 Years 12.35 12.40
15 Years 12.90 13.00
20 Years 12.90 13.00
30 Years 13.00 13.10
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 11.90 12.00
3 Months 12.00 12.25
6 Months 12.10 12.30
12 Months 12.20 12.40
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T-Bill Secondary Market Data
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3 Months, 6 Months &
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12 Months Instruments
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Days to Maturity Yield Range %
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0-7 Days 11.60 11.65
8-15 Days 11.60 11.65
16-30 Days 11.65 11.70
31-60 Days 11.62 11.66
61-90 Days 11.62 11.66
91-120 Days 11.65 11.68
121-180 Days 11.70 11.74
181-270 Days 11.76 11.79
271-365 Days 11.78 11.80
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Kerb Market FX Rate
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Currency Bid Offer
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GBP 139 141
USD 90.40 90.80
EUR 115.00 117.00
JPY 1.14 1.18
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