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Print edition: 2012-01-28
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (January 27, 2012).
Money market report by Khadim Ali Shah Bukhari & Co on Friday (January 27, 2012).
DAILY MONEY MARKET COMMENTS: The interbank market initiated at the level of 11.50% - 11.75%. SBP conducted OMO for 7 days and injected Rs [email protected]% against the total participation of Rs 275bn. Most of the trades were done within the range of 11.50% - 11.75%. The market closed at level of 11.50%. SBP reported discounting of Rs 27bn yesterday.
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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 11.25 11.75 11.50 11.80 11.58
1-Week 11.40 11.70 11.65 11.75 11.63
2-Week 11.50 11.70 11.70 11.75 11.66
1-Month 11.50 11.70 11.65 11.75 11.65
2-Months 11.45 11.65 11.65 11.70 11.61
3-Months 11.45 11.65 11.65 11.70 11.61
4-Months 11.50 11.65 11.60 11.70 11.61
5-Months 11.50 11.65 11.60 11.70 11.61
6-Months 11.55 11.70 11.65 11.75 11.66
9-Months 11.60 11.70 11.70 11.75 11.69
1-Year 11.60 11.70 11.70 11.75 11.69
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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 11.25 11.75 11.50 11.80 11.58
1-Week 11.50 11.70 11.70 11.80 11.68
2-Week 11.55 11.80 11.80 11.85 11.75
1-Month 11.60 11.80 11.80 11.85 11.76
2-Months 11.65 11.80 11.75 11.90 11.78
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 11.75 11.90 11.79
6-Months 11.75 11.85 11.85 11.95 11.85
9-Months 11.80 11.90 11.90 12.00 11.90
1-Year 11.90 12.00 12.00 12.10 12.00
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 11.75 11.80
0.6-1.0 Years 11.80 11.85
1.1-1.5 Years 11.80 11.85
1.6-2.0 Years 11.80 11.84
2.1-2.5 Years 11.85 11.90
2.6-3.0 Years 11.85 11.90
3.1-3.5 Years 12.05 12.10
3.6-4.0 Years 12.25 12.30
4.1-4.5 Years 12.25 12.30
4.6-5.0 Years 12.32 12.34
5.1-5.5 Years 12.32 12.35
5.6-6.0 Years 12.30 12.35
6.1-6.5 Years 12.30 12.35
6.6-7.0 Years 12.32 12.34
7.1-7.5 Years 12.30 12.34
7.6-8.0 Years 12.32 12.36
8.1-8.5 Years 12.32 12.36
8.6-9.0 Years 12.30 12.35
9.1-9.5 Years 12.30 12.34
9.5-10.0 Years 12.29 12.32
15 Years 12.75 12.80
20 Years 12.85 12.90
30 Years 12.90 13.00
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 11.90 12.10
3 Months 11.75 12.15
6 Months 11.90 12.10
12 Months 12.00 12.25
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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 11.55 11.60
8-15 Days 11.55 11.60
16-30 Days 11.50 11.55
31-60 Days 11.52 11.56
61-90 Days 11.45 11.48
91-120 Days 12.52 11.55
121-180 Days 11.52 11.55
181-270 Days 11.60 11.62
271-365 Days 11.60 11.62
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Kerb Market FX Rate
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Currency Bid Offer
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GBP 140 141
USD 90.30 90.80
EUR 117.50 118.50
JPY 1.14 1.18
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