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Print 2005-06-12
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (June 11, 2005).
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (June 11, 2005).
DAILY MONEY MARKET COMMENTS: Today morning the money market rates were indicated between the bids and offer range of 6.00% - 7.00%. As the day progressed, the gap between bids and offers narrowed down and first repo deal was witnessed at the level of 6.50%. Most of the overnight repo deals were done in between the range of 4.75% - 5.50%. However in clean & call placements the overnight interest rates were 6.50% - 7.75%. At the end of the day the interbank overnight rates were seen at the levels of 4.25% - 4.75% and closed at the same levels.
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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 4.50 6.50 5.00 7.00 5.75
1-Week 5.00 5.25 5.25 5.75 5.31
2-Week 5.50 5.75 6.00 6.25 5.88
1-Month 6.50 6.85 6.75 7.00 6.78
2-Months 6.75 6.90 7.10 7.30 7.01
3-Months 7.10 7.20 7.40 7.50 7.30
4-Months 7.20 7.40 7.50 7.60 7.43
5-Months 7.40 7.50 7.60 7.70 7.55
6-Months 7.60 7.70 7.90 8.00 7.80
9-Months 7.65 8.00 8.25 8.40 8.08
1-Year 7.80 8.15 8.25 8.60 8.20
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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 2.25 1.50 2.75 1.88
Overnight 5.00 7.00 5.50 7.50 6.25
1-Week 5.50 5.75 6.00 6.25 5.88
2-Week 6.00 6.25 6.50 6.75 6.38
1-Month 7.00 7.35 7.25 7.50 7.28
2-Months 7.25 7.40 7.60 7.90 7.54
3-Months 7.60 7.70 7.90 8.00 7.80
4-Months 7.70 7.90 8.00 8.10 7.93
5-Months 7.90 8.00 8.20 8.50 8.15
6-Months 8.15 8.20 8.40 8.50 8.31
9-Months 8.35 8.50 8.75 9.00 8.65
1-Year 8.40 8.65 8.75 9.20 8.75
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 7.80 7.90
0.6-1.0 Years 8.35 8.50
1.1-1.5 Years 8.50 8.65
1.6-2.0 Years 8.65 8.80
2.1-2.5 Years 8.60 9.00
2.6-3.0 Years 8.90 9.15
3.1-3.5 Years 8.95 9.10
3.6-4.0 Years 9.10 9.30
4.1-4.5 Years 9.15 8.35
4.6-5.0 Years 9.20 9.40
5.1-5.5 Years 9.40 9.50
5.6-6.0 Years 9.65 9.75
6.1-6.5 Years 9.65 9.75
6.6-7.0 Years 9.75 9.85
7.1-7.5 Years 9.85 10.00
7.6-8.0 Years 9.95 10.20
8.1-8.5 Years 9.95 10.10
8.6-9.0 Years 10.00 10.20
15 Years 11.50 12.00
20 Years 12.50 12.80
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FIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 7.90 8.00
0.6-1.0 Years 8.45 8.60
1.1-1.5 Years 8.60 8.75
1.6-2.0 Years 8.75 8.90
2.1-2.5 Years 8.70 9.10
2.6-3.0 Years 9.00 9.25
3.1-3.5 Years 9.05 9.20
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 7.50 8.00
3 Months 8.25 9.25
6 Months 8.50 9.50
12 Months 9.00 10.00
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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 7.00-7.50
8-15 Days 6.40-6.75
16-30 Days 6.90-7.20
31-60 Days 7.25-7.40
61-90 Days 7.50-7.70
91-120 Days 7.55-7.70
121-180 Days 7.80-7.90
181-270 Days 8.00-8.15
271-365 Days 8.25-8.40
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Kerb Market FX Rate
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Currency Bid Offer
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USD 60.80 60.85
EUR 74.00 74.30
GBP 110.70 111.00
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