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Print 2012-09-19
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (September 18, 2012).
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (September 18, 2012).
DAILY MONEY MARKET COMMENTS: The interbank market initiated in the range of 9.50% - 10.00%. Major trading was witnessed within the range of 10.25% - 10.40%. The market eventually closed at the top level of 10.40%. We are expecting discounting from SBP at the day end.
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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 9.50 10.40 10.00 10.40 10.08
1-Week 9.75 10.15 10.10 10.25 10.06
2-Week 10.00 10.20 10.15 10.25 10.15
1-Month 10.05 10.20 10.15 10.25 10.16
2-Months 10.10 10.25 10.20 10.30 10.21
3-Months 10.10 10.25 10.20 10.30 10.21
4-Months 10.15 10.25 10.25 10.30 10.24
5-Months 10.15 10.25 10.25 10.30 10.24
6-Months 10.20 10.30 10.30 10.35 10.29
9-Months 10.20 10.30 10.30 10.35 10.29
1-Year 10.25 10.35 10.30 10.40 10.33
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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 9.50 10.40 10.00 10.40 10.08
1-Week 9.90 10.30 10.15 10.40 10.19
2-Week 10.10 10.30 10.20 10.40 10.25
1-Month 10.10 10.35 10.25 10.40 10.28
2-Months 10.20 10.35 10.25 10.40 10.30
3-Months 10.20 10.35 10.25 10.40 10.30
4-Months 10.25 10.45 10.40 10.50 10.40
5-Months 10.30 10.45 10.40 10.50 10.41
6-Months 10.30 10.45 10.40 10.50 10.41
9-Months 10.40 10.50 10.45 10.60 10.49
1-Year 10.45 10.60 10.50 10.70 10.56
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 10.30 10.40
0.6-1.0 Years 10.35 10.40
1.1-1.5 Years 10.40 10.50
1.6-2.0 Years 10.60 10.65
2.1-2.5 Years 10.70 10.75
2.6-3.0 Years 10.76 10.79
3.1-3.5 Years 11.10 11.15
3.6-4.0 Years 11.20 11.25
4.1-4.5 Years 11.25 11.30
4.6-5.0 Years 11.30 11.45
5.1-5.5 Years 11.40 11.45
5.6-6.0 Years 11.50 11.60
6.1-6.5 Years 11.50 11.55
6.6-7.0 Years 11.65 11.70
7.1-7.5 Years 11.65 11.70
7.6-8.0 Years 11.70 11.73
8.1-8.5 Years 11.70 11.74
8.6-9.0 Years 11.70 11.74
9.1-9.5 Years 11.67 11.72
9.5-10.0 Years 11.66 11.72
15 Years 12.15 12.20
20 Years 12.25 12.30
30 Years 12.30 12.35
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 10.60 10.75
3 Months 10.65 10.80
6 Months 10.75 10.90
12 Months 10.80 11.00
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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 10.30 10.35
8-15 Days 10.30 10.32
16-30 Days 10.28 10.32
31-60 Days 10.27 10.30
61-90 Days 10.24 10.26
91-120 Days 10.24 10.26
121-180 Days 10.25 10.27
181-270 Days 10.25 10.28
271-365 Days 10.26 10.29
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Kerb Market FX Rate
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Currency Bid Offer
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USD 94.65 94.85
EUR 124.00 125.00
GBP 153.00 154.00
JPY 1.20 1.22
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