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Print 2010-02-07
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (February 06, 2010).
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (February 06, 2010).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 11.50% --12.00%. In Repo, major deal were done in the range of 11.50%--12.00%. Money Market closed at the level of 11.80%--12.00%. SBP announced 7 days OMO and injected PKR 91.60 billion @11.92% against total participation 94.00 billion.
For Monday it is expected that money market would trade at the level of 11.75% -- 12.10%.
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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 11.60 12.00 11.75 12.10 11.86
1-Week 11.65 11.95 11.90 12.00 11.88
2-Week 11.75 11.95 11.90 12.00 11.90
1-Month 11.70 11.90 11.90 12.00 11.88
2-Months 11.70 11.90 11.95 12.05 11.90
3-Months 11.75 11.95 11.95 12.05 11.93
4-Months 11.80 12.00 12.00 12.10 11.98
5-Months 11.80 12.00 12.00 12.10 11.98
6-Months 11.80 12.00 12.00 12.10 11.98
9-Months 11.85 12.00 11.95 12.15 11.99
1-Year 11.90 12.00 12.00 12.10 12.00
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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 11.70 12.10 11.90 12.20 11.98
1-Week 11.75 12.00 11.90 12.10 11.94
2-Week 11.80 12.00 11.90 12.10 11.95
1-Month 11.90 12.10 12.00 12.15 12.04
2-Months 11.90 12.10 12.10 12.20 12.08
3-Months 11.95 12.20 12.10 12.25 12.13
4-Months 12.00 12.20 12.15 12.25 12.15
5-Months 12.00 12.25 12.10 12.30 12.16
6-Months 12.00 12.25 12.15 12.30 12.18
9-Months 12.10 12.25 12.20 12.30 12.21
1-Year 12.15 12.30 12.25 12.40 12.28
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Year 12.10 12.20
0.6-1.0 Year 12.20 12.25
1.1-1.5 Year 12.20 12.25
1.6-2.0 Year 12.25 12.30
2.1-2.5 Year 12.25 12.30
2.6-3.0 Year 12.25 12.30
3.1-3.5 Year 12.35 12.40
3.6-4.0 Year 12.40 12.45
4.1-4.5 Year 12.40 12.45
4.6-5.0 Year 12.38 12.42
5.1-5.5 Year 12.40 12.45
5.6-6.0 Year 12.40 12.45
6.1-6.5 Year 12.48 12.55
6.6-7.0 Year 12.48 12.55
7.1-7.5 Year 12.48 12.55
7.6-8.0 Year 12.48 12.54
8.1-8.5 Year 12.48 12.54
8.6-9.0 Year 12.47 12.53
9.1-9.5 Year 12.47 12.52
9.5-10.0 Years 12.48 12.52
15 Years 12.75 12.80
20 Years 13.10 13.20
30 Years 13.20 13.40
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FIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years N/A N/A
0.6-1.0 Years N/A N/A
1.1-1.5 Years N/A N/A
1.6-2.0 Years N/A N/A
2.1-2.5 Years N/A N/A
2.6-3.0 Years N/A N/A
3.1-3.5 Years N/A N/A
3.6-4.0 Years N/A N/A
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 12.10 12.20
3 Months 12.25 12.40
6 Months 12.30 12.50
12 Months 12.40 12.60
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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 11.80 11.88
8-15 Days 11.80 11.90
16-30 Days 11.85 11.90
31-60 Days 11.82 11.88
61-90 Days 11.85 11.92
91-120 Days 11.88 11.92
121-180 Days 11.92 11.97
181-270 Days 11.95 12.00
271-365 Days 11.95 12.00
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Kerb Market FX Rate
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Currency Bid Offer
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USD 86.10 86.35
EUR 119.80 121.00
GBP 137.40 138.70
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