T-Bill Yields came down by a small fraction in all tenors in the MTB Auction conducted by the Central Bank on Wednesday. The SBP sold T-Bills worth Rs.253bn against a pre-auction target of R250 Bn.
The SBP Received bids for Rs.485.270Bn
Tenor | Maturity | Bids # | Bid Amount | Bid Range |
---|---|---|---|---|
3M | 04-Feb-16 | 31 | 179,127.00 | 6.2144 – 6.4828 |
6M | 12-May-16 | 70 | 198,259.00 | 6.2452 – 6.4587 |
12M | 10-Nov-16 | 43 | 107,884.00 | 6.2306 – 6.4800 |
Out of the above, SBP Accepted
Tenor | Cutoff Yield | W.A Yield | Realized | Face Value |
---|---|---|---|---|
3M | 6.2591 | 6.2591 | 89,926.65 | 91,222.00 |
6M | 6.3092 | 6.2793 | 102,208.78 | 105,409.00 |
12M | 6.3098 | 6.2864 | 53,947.93 | 57,330.00 |
Tenor | 11-Nov-15 | 28-Oct-15 | Change |
---|---|---|---|
3M | 6.2591 | 6.3038 | -0.0447 |
6M | 6.3092 | 6.3305 | -0.0213 |
12M | 6.3098 | 6.3325 | -0.0227 |
In addition to the above, the Amount of T-Bills Sold in the Non Competitive Auction was Rs.17.196Bn.
Posted on: 2015-11-11T20:42:00+05:00