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Print 2004-11-11
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (November 10, 2004).
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (November 10, 2004).
DAILY MONEY MARKET COMMENTS: Today money market was initiated at the level of 6.50% -7.40%. Most of the trades were seen in between 6.50%- 7.00%. At the end market was seen at the level of 7.00% -7.40% and closed at the level of 7.40%.
SBP conducted auction for the sale of 6 months treasury bills and accepted Rs 2.450 billion @ 3.8426.% against the totall offered amount of Rs 4.10 billion. SBP increased the cutoff yield by 60 basis points as compare to the last cutoff yield in the same level
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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 6.00 7.40 6.50 7.40 6.83
1-Week 5.25 5.75 6.00 6.50 5.88
2-Week 4.25 4.50 4.75 5.00 4.63
1-Month 3.50 3.70 4.00 4.25 3.88
2-Months 3.75 4.00 4.25 4.50 4.13
3-Months 3.75 4.00 4.25 4.50 4.13
4-Months 3.70 4.90 4.20 4.40 4.05
5-Months 3.75 4.00 4.25 4.50 4.13
6-Months 3.75 4.25 4.50 4.75 4.31
9-Months 3.80 4.50 4.75 5.00 4.51
1-Year 4.25 4.50 4.75 5.25 4.69
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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 6.75 7.40 7.00 7.40 7.14
1-Week 5.50 6.00 6.25 6.75 6.13
2-Week 4.50 4.75 5.00 5.50 4.94
1-Month 4.25 4.75 5.25 5.75 5.00
2-Month 4.25 4.50 5.00 5.25 4.75
3-Month 4.00 4.25 4.50 4.75 4.38
4-Month 4.20 4.40 4.60 4.80 4.50
5-Month 4.50 4.75 5.00 5.25 4.88
6-Month 4.50 5.00 5.20 5.40 5.03
9-Month 5.00 5.25 5.50 5.75 5.38
1-Year 5.25 5.50 6.00 6.50 5.81
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 3.25 4.25
0.6-1.0 Years 4.00 4.60
1.1-1.5 Years 4.25 4.75
1.6-2.0 Years 4.50 5.00
2.1-2.5 Years 5.00 5.25
2.6-3.0 Years 5.20 5.60
3.1-3.5 Years 5.50 5.90
3.6-4.0 Years 5.70 6.10
4.1-4.5 Years 5.80 6.20
4.6-5.0 Years 6.00 6.30
6.1-6.5 Years 7.50 8.00
6.6-7.0 Years 7.60 8.00
7.1-7.5 Years 7.45 7.65
7.6-8.0 Years 7.40 7.60
8.1-8.5 Years 7.60 7.80
8.6-9.0 Years 7.60 7.85
9.1-9.5 Years 7.50 7.75
9.6-10.0 Year 7.65 7.75
15 Years 8.75 9.10
20 Years 9.85 10.10
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FIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 3.15 4.15
0.6-1.0 Years 3.90 4.50
1.1-1.5 Years 4.15 4.65
1.6-2.0 Years 4.40 4.90
2.1-2.5 Years 4.90 5.15
2.6-3.0 Years 5.10 5.50
3.1-3.5 Years 5.40 5.80
3.6-4.0 Years 5.60 6.00
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Clean Deposit Market
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Tenor Range (% p a)
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01 Month 5.75 6.50
03 Months 5.50 6.75
06 Months 5.75 7.00
12 Months 6.00 7.50
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T-Bill Secondary Market Data
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3 Months, 6 Months &
12 Months Instruments
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Days to Maturity Yield Range %
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0-7 Days 2.00-3.50
8-15 Days 2.50-3.50
16-30 Days 2.90-3.40
31-60 Days 3.30-3.70
61-90 Days 3.50-3.90
91-120 Days 3.70-4.10
121-180 Days 3.80-4.20
181-270 Days 3.90-4.30
271-365 Days 3.90-4.30
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Kerb Market FX Rate
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Currency Bid Offer
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USD 59.60 59.75
EUR 75.90 76.30
GBP 109.25 109.75
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