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Print edition: 2011-02-01
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Monday (January 31, 2011).
2 min
Money market report by Khadim Ali Shah Bukhari & Co on Monday (January 31, 2011).
For Tuesday it is expected that money market would trade within the levels of 12.25% - 12.75%.
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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 12.25 13.20 12.50 13.25 12.80
1-Week 11.75 12.95 12.75 13.00 12.61
2-Week 11.80 12.90 12.85 13.00 12.64
1-Month 11.95 12.95 12.95 13.10 12.74
2-Months 12.45 13.25 13.20 13.30 13.05
3-Months 12.95 13.30 13.35 13.45 13.26
4-Months 13.00 13.40 13.40 13.50 13.33
5-Months 13.20 13.50 13.45 13.60 13.44
6-Months 13.35 13.55 13.50 13.60 13.50
9-Months 13.40 13.60 13.60 13.70 13.58
1-Year 13.45 13.65 13.60 13.75 13.61
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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 12.25 13.20 12.50 13.25 12.80
1-Week 12.25 13.10 12.85 13.20 12.85
2-Week 12.30 13.20 12.90 13.30 12.93
1-Month 12.40 13.25 13.10 13.35 13.03
2-Months 12.75 13.35 13.25 13.45 13.20
3-Months 13.00 13.40 13.30 13.50 13.30
4-Months 13.10 13.65 13.45 13.75 13.49
5-Months 13.20 13.70 13.50 13.75 13.54
6-Months 13.30 13.75 13.65 13.90 13.65
9-Months 13.30 13.75 13.70 13.90 13.66
1-Year 13.40 13.80 13.75 13.90 13.71
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 13.75 13.80
0.6-1.0 Years 13.90 14.00
1.1-1.5 Years 14.00 14.10
1.6-2.0 Years 14.10 14.15
2.1-2.5 Years 14.15 14.19
2.6-3.0 Year 14.15 14.20
3.1-3.5 Years 14.16 14.21
3.6-4.0 Year 14.18 14.22
4.1-4.5 Year 14.18 14.22
4.6-5.0 Years 14.20 14.23
5.1-5.5 Years 14.20 14.23
5.6-6.0 Years 14.21 14.24
6.1-6.5 Years 14.22 14.25
6.6-7.0 Years 14.22 14.25
7.1-7.5 Years 14.23 14.25
7.6-8.0 Years 14.23 14.25
8.1-8.5 Years 14.24 14.28
8.6-9.0 Years 14.24 14.28
9.1-9.5 Years 14.26 14.30
9.5--10.0 Years 14.26 14.30
15 Years 14.55 14.60
20 Years 14.70 14.75
30 Years 14.75 14.85
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 13.25 13.50
3 Months 13.60 13.90
6 Months 13.75 14.00
12 Months 13.90 14.20
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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 12.80 12.85
8-15 Days 12.90 12.95
16-30 Days 12.95 13.00
31-60 Days 12.95 13.00
61-90 Days 13.45 13.50
91-120 Days 13.50 13.55
121-180 Days 13.60 13.65
181-270 Days 13.65 13.70
271-365 Days 13.70 13.75
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Kerb Market FX Rate
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Currency Bid Offer
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USD 85.60 86.10
EUR 112.00 113.37
GBP 132.30 133.56
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