Question: 4 Citi Bank in a short position, therefore Citi has done deal on spot-a-month for Rs 250 million withHBL Other information given below: (/5)

Issue Date 25-Sep-2019

Maturity Date 24-Sep-2020

Trade Date 02-MAR-2020 ( Thursday )

MTM (PKRV) Given last page

Repo Rate 8.25/50

Calculate:

Find First & second Price (P1 & P2) & also in rupees, Deal / Days to Maturity, which bank involve in Repo & Reverse Repo Transaction?

Question: 5 UBL bank quote 12.56/52% for 150 million PIB 10 years to Askari Bank for forward 60 daysAskari bank yours to UBL.Other Information given below: ( /5)

Issue Date 03-Sep-2013

Maturity Date 03-Sep-2023

Trade Date 25-April-2020

Coupon Rate 11.00% semi annually

CALCULATE:

1. Who will buy bond & at what rate

2. Accrued Days

3. Accrued Interest Amount

4. Clean Price

5. Dirty Price

6. TotalAmount

PKRV Rates

0-7days 6.38

8-15days 6.47

16-30days 6.48

31-60days 6.48

61-90days 6.48

91-120days 6.49

121-180days 6.49

181-270days 6.54

271-365days 6.55