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Print 2012-07-28
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (July 27, 2012).
Money market report by Khadim Ali Shah Bukhari & Co on Friday (July 27, 2012).
DAILY MONEY MARKET COMMENTS: The interbank market initiated at the level of 11.80% - 11.90%. Major trades were witnessed at the level of 11.90%. SBP conducted OMO for 7 days and injected Rs 419 bln @ 11.68% against the total participation of Rs 448 bln. The market closed at the top level 11.90%.
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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 11.75 11.90 11.80 11.90 11.84
1-Week 11.70 11.90 11.85 11.90 11.84
2-Week 11.70 11.85 11.85 11.90 11.83
1-Month 11.70 11.80 11.75 11.85 11.78
2-Months 11.70 11.80 11.75 11.85 11.78
3-Months 11.70 11.80 11.80 11.85 11.79
4-Months 11.75 11.80 11.80 11.85 11.80
5-Months 11.75 11.85 11.85 11.90 11.84
6-Months 11.75 11.85 11.85 11.90 11.84
9-Months 11.80 11.90 11.85 11.95 11.88
1-Year 11.80 11.90 11.85 11.95 11.88
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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 11.75 11.90 11.80 11.95 11.85
1-Week 11.75 11.95 11.85 12.00 11.89
2-Week 11.80 11.90 11.90 11.95 11.89
1-Month 11.75 11.90 11.85 11.90 11.85
2-Months 11.75 11.90 11.80 11.95 11.85
3-Months 11.75 11.90 11.85 11.95 11.86
4-Months 11.80 11.90 11.85 11.95 11.88
5-Months 11.80 11.90 11.90 11.95 11.89
6-Months 11.85 11.90 11.90 11.95 11.90
9-Months 11.85 12.00 11.90 12.10 11.96
1-Year 11.90 12.10 12.00 12.20 12.05
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 11.78 11.84
0.6-1.0 Years 11.86 11.88
1.1-1.5 Years 11.85 11.90
1.6-2.0 Years 12.20 12.25
2.1-2.5 Years 12.25 12.30
2.6-3.0 Years 12.53 12.56
3.1-3.5 Years 12.60 12.65
3.6-4.0 Years 12.85 12.90
4.1-4.5 Years 12.92 12.95
4.6-5.0 Years 12.94 12.98
5.1-5.5 Years 13.00 13.04
5.6-6.0 Years 13.05 13.08
6.1-6.5 Years 13.05 13.09
6.6-7.0 Years 13.06 13.09
7.1-7.5 Years 13.12 13.15
7.6-8.0 Years 13.12 13.15
8.1-8.5 Years 13.10 13.13
8.6-9.0 Years 13.10 13.13
9.1-9.5 Years 13.03 13.06
9.5--10.0 Years 13.02 13.05
15 Years 13.30 13.35
20 Years 13.35 13.40
30 Years 13.50 13.55
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 12.10 12.25
3 Months 12.15 12.30
6 Months 12.30 12.50
12 Months 12.40 12.60
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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 11.90 11.95
8-15 Days 11.90 11.95
16-30 Days 11.85 11.89
31-60 Days 11.80 11.82
61-90 Days 11.80 11.82
91-120 Days 11.84 11.85
121-180 Days 11.84 11.86
181-270 Days 11.84 11.86
271-365 Days 11.86 11.88
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Kerb Market FX Rate
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Currency Bid Offer
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USD 94.6 95
EUR 114.50 116.00
GBP 147.00 148.50
JPY 1.19 1.21
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