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Print 2012-02-15
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (February 14, 2012).
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (February 14, 2012).
DAILY MONEY MARKET COMMENTS: The interbank market initiated within the range of 11.50%-11.75%. The market traded at the level of 11.75% for better half of the day but lost momentum and trades were executed within the range of 11.65%-11.75%. The market closed at 11.65%.
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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 11.25 11.80 11.60 11.90 11.64
1-Week 11.60 11.80 11.75 11.85 11.75
2-Week 11.60 11.75 11.75 11.80 11.73
1-Month 11.65 11.75 11.75 11.80 11.74
2-Months 11.65 11.80 11.75 11.85 11.76
3-Months 11.65 11.80 11.80 11.85 11.78
4-Months 11.65 11.80 11.80 11.85 11.78
5-Months 11.70 11.80 11.80 11.85 11.79
6-Months 11.75 11.80 11.80 11.85 11.80
9-Months 11.75 11.85 11.85 11.90 11.84
1-Year 11.80 11.90 11.80 11.90 11.85
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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 11.25 11.80 11.60 11.90 11.64
1-Week 11.65 11.85 11.75 11.90 11.79
2-Week 11.65 11.85 11.80 11.90 11.80
1-Month 11.70 11.90 11.85 11.95 11.85
2-Months 11.70 11.90 11.85 11.95 11.85
3-Months 11.75 11.90 11.85 11.95 11.86
4-Months 11.75 11.85 11.85 11.90 11.84
5-Months 11.75 11.90 11.85 11.95 11.86
6-Months 11.80 11.95 11.90 12.00 11.91
9-Months 11.85 11.95 11.90 12.00 11.93
1-Year 11.90 12.00 12.00 12.10 12.00
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 11.85 11.90
0.6-1.0 Years 11.90 11.95
1.1-1.5 Years 12.10 12.15
1.6-2.0 Years 12.25 12.30
2.1-2.5 Years 12.30 12.35
2.6-3.0 Years 12.38 12.42
3.1-3.5 Years 12.50 12.55
3.6-4.0 Years 12.55 12.60
4.1-4.5 Years 12.65 12.70
4.6-5.0 Years 12.80 12.85
5.1-5.5 Years 12.82 12.86
5.6-6.0 Years 12.82 12.86
6.1-6.5 Years 12.85 12.89
6.6-7.0 Years 12.86 12.90
7.1-7.5 Years 12.86 12.90
7.6-8.0 Years 12.87 12.92
8.1-8.5 Years 12.87 12.92
8.6-9.0 Years 12.86 12.92
9.1-9.5 Years 12.86 12.90
9.5-10.0 Years 12.85 12.90
15 Years 13.10 13.20
20 Years 13.20 13.25
30 Years 13.30 13.35
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 11.90 12.10
3 Months 12.10 12.30
6 Months 12.20 12.40
12 Months 12.25 12.50
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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 11.55 11.60
8-15 Days 11.60 11.65
16-30 Days 11.65 11.70
31-60 Days 11.70 11.74
61-90 Days 11.70 11.74
91-120 Days 11.78 11.82
121-180 Days 11.80 11.84
181-270 Days 11.89 11.91
271-365 Days 11.90 11.92
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Kerb Market FX Rate
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Currency Bid Offer
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GBP 142.5 143.5
USD 90.75 90.95
EUR 119.50 120.50
JPY 1.15 1.19
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