Print
Print 2010-09-07
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Monday (September 06, 2010).
Money market report by Khadim Ali Shah Bukhari & Co on Monday (September 06, 2010).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 12.25% - 12.75%. In Repo, major deals were done in the range of 12.20% - 12.50%. Money Market closed at the level of 12.00% - 12.25%. SBP announced 11 days OMO and injected Rs 19.85 bln @12.20% against total participation of Rs 23.35 bln.
For Tuesday it is expected that money market would trade at the level of 12.00% - 12.50%.
=================================================================
Repo Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 11.90 12.50 12.00 12.75 12.29
1-Week 11.60 12.30 12.30 12.40 12.15
2-Week 11.65 12.35 12.35 12.45 12.20
1-Month 11.70 12.40 12.40 12.45 12.24
2-Months 11.85 12.45 12.35 12.50 12.29
3-Months 12.00 12.45 12.40 12.50 12.34
4-Months 12.10 12.45 12.40 12.50 12.36
5-Months 12.10 12.45 12.40 12.55 12.38
6-Months 12.25 12.50 12.45 12.60 12.45
9-Months 12.25 12.50 12.45 12.65 12.46
1-Year 12.30 12.60 12.50 12.70 12.53
=================================================================
Call Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 11.90 12.60 12.10 12.75 12.34
1-Week 11.75 12.40 12.35 12.50 12.25
2-Week 11.90 12.45 12.35 12.50 12.30
1-Month 12.10 12.50 12.40 12.60 12.40
2-Months 12.25 12.70 12.60 12.75 12.58
3-Months 12.30 12.75 12.70 12.90 12.66
4-Months 12.30 12.90 12.70 13.00 12.73
5-Months 12.35 13.00 12.70 13.10 12.79
6-Months 12.40 13.10 12.80 13.25 12.89
9-Months 12.50 13.20 12.80 13.30 12.95
1-Year 12.60 13.25 12.80 13.35 13.00
=================================================================
================================
PIB Secondary Market Data
--------------------------------
Maturity Yield Range
================================
0.1-0.5 Years 12.80 12.85
0.6-1.0 Years 12.85 12.90
1.1-1.5 Years 12.85 12.90
1.6-2.0 Years 12.90 12.95
2.1-2.5 Years 12.95 13.00
2.6-3.0 Years 13.00 13.04
3.1-3.5 Years 13.00 13.04
3.6-4.0 Years 13.02 13.06
4.1-4.5 Years 13.02 13.06
4.6-5.0 Years 13.05 13.10
5.1-5.5 Years 13.05 13.10
5.6-6.0 Years 13.08 13.12
6.1-6.5 Years 13.08 13.12
6.6-7.0 Years 13.10 13.15
7.1-7.5 Years 13.10 13.15
7.6-8.0 Years 13.10 13.15
8.1-8.5 Years 13.12 13.16
8.6-9.0 Years 13.12 13.16
9.1-9.5 Years 13.15 13.20
9.5-10.0 Years 13.15 13.40
15 Years 13.25 13.40
20 Years 13.40 13.50
30 Years 13.50 13.60
================================
Clean Deposit Market
--------------------------------
Tenor Range (% p a)
================================
1 Month 12.60 12.90
3 Months 12.80 13.10
6 Months 12.90 13.20
12 Months 13.25 13.50
================================
T-Bill Secondary Market Data
================================
3 Months, 6 Months &
12 Months Instruments
================================
Days to Maturity Yield Range %
================================
0-7 Days 12.30 12.40
8-15 Days 12.35 12.40
16-30 Days 12.35 12.40
31-60 Days 12.44 12.48
61-90 Days 12.47 12.50
91-120 Days 12.48 12.55
121-180 Days 12.55 12.65
181-270 Days 12.65 12.75
271-365 Days 12.70 12.78
================================
Kerb Market FX Rate
--------------------------------
Currency Bid Offer
--------------------------------
USD 85.55 85.85
EUR 107.50 109.00
GBP 131.25 132.50
================================
Comments
Comments are closed.