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Print 2006-04-30
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (April 29, 2006).
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (April 29, 2006).
DAILY MONEY MARKET COMMENTS: The overnight money market rates initiated within the band of 8.90% - 8.95% and remained at that level throughout the day. SBP conducted an OMO for five days and injected Rs 6.7 billion @ 8.82% against the total participation of Rs 27.2 billion. SBP reported the discounting of Rs 5.52 billion.
Keeping in view today's interbank market we expect that on Tuesday the money market would remain at the top level but there might be a change of OMO for three to four days.
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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 8.90 8.95 8.90 8.95 8.93
1-Week 8.75 8.90 8.85 8.95 8.86
2-Week 8.70 8.75 8.80 8.85 8.78
1-Month 8.75 8.80 8.85 8.90 8.83
2-Months 8.60 8.75 8.70 8.80 8.71
3-Months 8.70 8.80 8.80 8.85 8.79
4-Months 8.65 8.75 8.75 8.80 8.74
5-Months 8.65 8.75 8.75 8.80 8.74
6-Months 8.65 8.75 8.75 8.85 8.75
9-Months 8.70 8.80 8.80 8.90 8.80
1-Year 8.75 8.80 8.85 8.90 8.83
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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 9.00 9.25 9.35 9.50 9.28
1-Week 9.00 9.15 9.20 9.45 9.20
2-Week 9.00 9.25 9.10 9.50 9.21
1-Month 9.00 9.40 9.25 9.50 9.29
2-Months 8.90 9.25 9.10 9.50 9.19
3-Months 9.25 9.60 9.50 9.75 9.53
4-Months 9.15 9.50 9.40 9.75 9.45
5-Months 9.20 9.60 9.50 9.80 9.53
6-Months 9.25 9.60 9.55 9.80 9.55
9-Months 9.50 10.00 9.80 10.25 9.89
1-Year 9.60 10.00 9.80 10.25 9.91
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 8.40 8.50
0.6-1.0 Years 8.80 8.90
1.1-1.5 Years 8.90 9.05
1.6-2.0 Years 9.00 9.20
2.1-2.5 Years 9.05 9.20
2.6-3.0 Years 9.10 9.25
3.1-3.5 Years 9.15 9.30
3.6-4.0 Years 9.25 9.40
4.1-4.5 Years 9.30 9.45
4.6-5.0 Years 9.35 9.45
5.1-5.5 Years 9.45 9.50
5.6-6.0 Years 9.45 9.50
6.1-6.5 Years 9.45 9.50
6.6-7.0 Years 9.45 9.50
7.1-7.5 Years 9.45 9.50
7.6-8.0 Years 9.50 9.55
8.1-8.5 Years 9.50 9.60
15 Years 10.75 11.00
20 Years 11.00 11.50
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FIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 8.40 8.50
0.6-1.0 Years 8.80 8.90
1.1-1.5 Years 8.90 9.05
1.6-2.0 Years 9.00 9.20
2.1-2.5 Years 9.05 9.20
2.6-3.0 Years 9.10 9.25
3.1-3.5 Years 9.15 9.30
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 9.35 9.75
3 Months 9.90 10.50
6 Months 10.50 11.00
12 Months 10.75 11.50
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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 9.00-9.50
8-15 Days 8.75-9.25
16-30 Days 8.70-8.90
31-60 Days 8.50-8.65
61-90 Days 8.50-8.65
91-120 Days 8.50-8.65
121-180 Days 8.50-8.65
181-270 Days 8.65-8.75
271-365 Days 8.77-8.79
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Kerb Market FX Rate
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Currency Bid Offer
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USD 60.10 60.20
EUR 75.50 75.80
GBP 109.00 109.25
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