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Print 2004-12-07
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Monday (December 06, 2004).
Money market report by Khadim Ali Shah Bukhari & Co on Monday (December 06, 2004).
DAILY MONEY MARKET COMMENTS: Today money market was initiated at the level of 2.00% -3.50%. As the day progressed market started to be narrowed and was seen at the level of 2.00% - 2.50%. Few trades were seen on these levels.
At the end market further came down and was seen at the level of 0.50% -1.00%. Most of the trades were seen at the level of 1.00%. At the closing market was seen at the level of 1.00% -1.50% and closed at the same level.
SBP announced target of 30 billion for 6 months treasury bills.
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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 0.50 2.00 1.00 3.50 1.75
1-Week 1.50 1.75 2.00 2.25 1.88
2-Week 3.25 3.50 3.70 3.90 3.59
1-Month 3.50 3.75 4.00 4.50 3.94
2-Months 4.00 4.25 4.75 5.25 4.56
3-Months 4.00 4.50 4.75 5.20 4.61
4-Months 4.20 4.60 4.80 5.25 4.71
5-Months 4.25 4.70 4.90 5.30 4.79
6-Months 4.40 5.00 4.80 5.50 4.93
9-Months 4.60 5.00 5.00 5.40 5.00
1-Year 4.80 5.20 5.20 5.60 5.20
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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 1.00 2.50 1.50 4.00 2.25
1-Week 3.00 3.25 3.50 3.75 3.38
2-Week 3.50 3.75 4.25 4.50 4.00
1-Month 5.00 5.25 5.50 5.75 5.38
2-Month 4.75 5.00 5.25 5.50 5.13
3-Month 5.50 5.75 6.00 6.50 5.94
4-Month 5.00 5.25 5.50 5.75 5.38
5-Month 5.25 5.50 5.75 6.00 5.63
6-Month 5.50 5.75 6.00 6.50 5.94
9-Month 5.75 6.00 6.25 6.50 6.13
1-Year 6.00 6.25 6.50 6.75 6.38
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 3.75 4.75
0.6-1.0 Years 4.50 5.50
1.1-1.5 Years 4.75 5.75
1.6-2.0 Years 5.00 6.00
2.1-2.5 Years 5.25 6.25
2.6-3.0 Years 5.50 6.50
3.1-3.5 Years 5.50 6.50
3.6-4.0 Years 5.75 6.75
4.1-4.5 Years 5.75 6.75
4.6-5.0 Years 6.00 7.00
6.1-6.5 Years 7.50 7.80
6.6-7.0 Years 7.60 7.90
7.1-7.5 Years 7.80 8.00
7.6-8.0 Years 7.70 8.00
8.1-8.5 Years 7.70 8.00
8.6-9.0 Years 7.70 7.95
9.1-9.5 Years 7.60 7.90
9.6-10.0 Year 7.50 7.90
15 Years 8.85 9.00
20 Years 9.90 10.05
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FIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 3.65 4.65
0.6-1.0 Years 4.40 5.40
1.1-1.5 Years 4.65 5.65
1.6-2.0 Years 4.90 5.90
2.1-2.5 Years 5.15 6.15
2.6-3.0 Years 5.40 6.40
3.1-3.5 Years 5.40 6.40
3.6-4.0 Years 5.75 5.90
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Clean Deposit Market
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Tenor Range (% p a)
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01 Month 6.00 6.50
03 Months 6.25 7.00
06 Months 6.50 7.25
12 Months 6.75 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 2.40-3.00
8-15 Days 3.00-3.50
16-30 Days 4.30-4.70
31-60 Days 4.00-4.80
61-90 Days 4.20-4.75
91-120 Days 4.50-4.90
121-180 Days 4.70-5.00
181-270 Days 4.75-5.20
271-365 Days 4.80-5.25
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Kerb Market FX Rate
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Currency Bid Offer
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USD 59.90 60.00
EUR 80.10 80.35
GBP 115.80 116.10
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