The Central Bank conducted an auction on wednesday in which it sold Treasury Bill worth Rs.254.035 Billion against a pre-auction target of Rs.250 Billion. Out of the 254 Billion Rs.11.075 Billion was from the Non Competitive Auction. The SBP had received bids for Rs.536 Billion with the largest concentration in the 12 month instrument followed by 6 Month and 3 Month instruments.
| Tenor | Maturity | Bids # | Bid Amount | Bid Range |
|---|---|---|---|---|
| 3M | 31-Mar-16 | 49 | 119,333.00 | 6.3038 – 6.4380 |
| 6M | 07-Jul-16 | 62 | 191,300.00 | 6.2452 – 6.4159 |
| 12M | 05-Jan-17 | 61 | 225,540.00 | 6.2532 – 6.4573 |
| 536,173.00 |
| Tenor | Cutoff Yld | W.A Yield | Realized | Face Value |
|---|---|---|---|---|
| 3M | 6.3038 | 6.3038 | 71,384.39 | 72,420.00 |
| 6M | 6.3092 | 6.2825 | 113,446.15 | 117,000.00 |
| 12M | 6.3098 | 6.2777 | 50,385.63 | 53,540.00 |
| 242,960.00 |
| Tenor | 06-Jan-16 | 23-Dec-15 | Change |
|---|---|---|---|
| 3M | 6.3038 | 6.3374 | -0.0336 |
| 6M | 6.3092 | 6.3637 | -0.0545 |
| 1Y | 6.3098 | 6.3914 | -0.0816 |
Posted on: 2016-01-06T18:09:00+05:00
