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Print 2011-01-16
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (January 15, 2011).
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (January 15, 2011).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 12.75% - 13.00%. In Repo, major deals were done in the range of 13.00% - 13.75%. Money Market closed at the level of 13.75% -13.90%. SBP conduted OMO for 6 days and injected Rs 19.950 billion @ 12.82% against the total participation of Rs 33 billion.
For Monday it is expected that money market would trade at the level of 13.00% - 13.75%.
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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 12.75 13.75 13.00 13.90 13.35
1-Week 11.70 12.90 12.85 13.00 12.61
2-Week 11.75 12.90 12.95 13.00 12.65
1-Month 11.90 12.90 12.95 13.00 12.69
2-Months 12.25 13.10 13.00 13.20 12.89
3-Months 12.70 13.15 13.15 13.30 13.08
4-Months 12.70 13.20 13.20 13.30 13.10
5-Months 12.75 13.25 13.25 13.40 13.16
6-Months 13.25 13.45 13.30 13.50 13.38
9-Months 13.25 13.60 13.60 13.75 13.55
1-Year 13.35 13.65 13.70 13.80 13.63
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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 12.75 13.75 13.00 13.90 13.35
1-Week 12.25 12.95 12.90 13.10 12.80
2-Week 12.25 13.10 13.00 13.25 12.90
1-Month 12.40 13.20 12.95 13.25 12.95
2-Months 12.75 13.25 13.25 13.40 13.16
3-Months 12.90 13.40 13.25 13.50 13.26
4-Months 12.90 13.50 13.30 13.60 13.33
5-Months 13.00 13.50 13.40 13.75 13.41
6-Months 13.30 13.70 13.65 13.90 13.64
9-Months 13.30 13.75 13.70 13.90 13.66
1-Year 13.40 13.80 13.75 13.90 13.71
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 13.75 13.80
0.6-1.0 Years 13.90 14.00
1.1-1.5 Years 14.00 14.10
1.6-2.0 Years 14.10 14.15
2.1-2.5 Years 14.15 14.19
2.6-3.0 Years 14.20 14.23
3.1-3.5 Years 14.20 14.23
3.6-4.0 Years 14.22 14.24
4.1-4.5 Years 14.22 14.24
4.6-5.0 Years 14.22 14.24
5.1-5.5 Years 14.22 14.24
5.6-6.0 Years 14.23 14.25
6.1-6.5 Years 14.23 14.25
6.6-7.0 Years 14.24 14.26
7.1-7.5 Years 14.24 14.26
7.6-8.0 Years 14.24 14.26
8.1-8.5 Years 14.24 14.28
8.6-9.0 Years 14.24 14.28
9.1-9.5 Years 14.26 14.30
9.5-10.0 Years 14.26 14.30
15 Years 14.55 14.60
20 Years 14.70 14.75
30 Years 14.75 14.85
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FIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years N/A N/A
0.6-1.0 Years N/A N/A
1.1-1.5 Years N/A N/A
1.6-2.0 Years N/A N/A
2.1-2.5 Years N/A N/A
2.6-3.0 Years N/A N/A
3.1-3.5 Years N/A N/A
3.6-4.0 Years N/A N/A
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 13.10 13.30
3 Months 13.50 13.75
6 Months 13.80 14.10
12 Months 14.00 14.25
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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 12.85 12.95
8-15 Days 12.95 13.00
16-30 Days 12.95 13.04
31-60 Days 13.02 13.06
61-90 Days 13.36 13.40
91-120 Days 13.40 13.45
121-180 Days 13.50 13.55
181-270 Days 13.65 13.70
271-365 Days 13.75 13.80
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Kerb Market FX Rate
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Currency Bid Offer
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USD 85.60 86.10
EUR 112.00 113.37
GBP 132.30 133.56
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