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Print 2009-06-13
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (June 12, 2009).
Money market report by Khadim Ali Shah Bukhari & Co on Friday (June 12, 2009).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 8.00% - 9.00%. In Repo, major deals were done in the range of 7.00% - 9.00%. Money Market closed at the leve of 5.00% - 5.50%. SBP announced 1 day OMO and mopped up PKR 8.00 billion @7.74% against total participation of PKR 21.00 billion. For Saturday it is expected that money market would trade at the level of 10.00% -12.00%.
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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 4.50 9.50 5.00 10.00 7.25
1-Week 10.00 10.50 10.50 11.00 10.50
2-Week 11.00 11.50 11.75 12.25 11.63
1-Month 11.75 12.25 12.25 12.75 12.25
2-Months 12.10 12.75 12.90 13.00 12.69
3-Months 12.20 12.75 13.00 13.10 12.76
4-Months 12.30 13.00 13.20 13.30 12.95
5-Months 12.30 13.00 13.10 13.30 12.93
6-Months 12.20 13.00 13.10 13.30 12.90
9-Months 12.75 13.20 13.25 13.30 13.13
1-Year 12.75 13.25 13.25 13.30 13.14
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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 5.50 10.00 6.00 10.50 8.00
1-Week 10.75 11.25 11.50 11.75 11.31
2-Week 11.75 12.25 12.50 12.75 12.31
1-Month 12.00 12.50 13.00 13.50 12.75
2-Months 13.25 13.50 13.60 14.00 13.59
3-Months 13.25 13.60 13.50 13.75 13.53
4-Months 13.25 13.65 13.50 13.75 13.54
5-Months 13.30 13.75 13.50 13.85 13.60
6-Months 13.35 13.75 13.50 13.80 13.60
9-Months 13.40 13.75 13.50 13.80 13.61
1-Year 13.40 13.75 13.50 13.90 13.64
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 12.40 12.50
0.6-1.0 Years 12.40 12.50
1.1-1.5 Years 12.40 12.50
1.6-2.0 Years 12.35 12.45
2.1-2.5 Years 12.35 12.45
2.6-3.0 Years 12.30 12.40
3.1-3.5 Years 12.30 12.40
3.6-4.0 Years 12.25 12.35
4.1-4.5 Years 12.25 12.35
4.6-5.0 Years 12.20 12.30
5.1-5.5 Years 12.20 12.30
5.6-6.0 Years 12.15 12.25
6.1-6.5 Years 12.15 12.25
6.6-7.0 Years 12.10 12.20
7.1-7.5 Years 12.10 12.20
7.6-8.0 Years 12.05 12.15
8.1-8.5 Years 12.05 12.15
8.6-9.0 Years 12.00 12.10
9.1-9.5 Years 12.00 12.05
9.5--10.0 Years 12.00 12.05
15 Years 13.00 12.75
20 Years 13.25 13.50
30 Years 13.50 14.00
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 13.25 13.50
3 Months 13.25 13.75
6 Months 13.50 13.90
12 Months 13.60 14.00
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T-Bill Secondary Market Data
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3 Months, 6 Months &
12 Months Instruments
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Days to Maturity Yield Range %
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0-7 Days 10.50-11.50
8-15 Days 11.00-12.00
16-30 Days 11.50-12.25
31-60 Days 12.25-12.45
61-90 Days 12.25-12.45
91-120 Days 12.25-12.50
121-180 Days 12.25-12.50
181-270 Days 12.20-12.40
271-365 Days 12.20-12.40
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Kerb Market FX Rate
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Currency Bid Offer
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USD 80.95 81.25
EUR 112.80 114.50
GBP 133.00 135.00
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