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Print 2010-12-12
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (December 11, 2010).
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (December 11, 2010).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 12.00% -12.25%.In Repo, major deals were done in the range of 11.75% - 12.25%. Money Market closed at the level of 11.00% - 11.10%. SBP announce 7 days OMO and mopped up Rs 8 [email protected] against total participation Of Rs 8.5 Billions.
For Monday it is expected that money market would trade at the level of 11.75% - 12.25%.
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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 11.00 12.20 11.10 12.30 11.65
1-Week 11.60 12.45 12.30 12.50 12.21
2-Week 11.70 12.50 12.40 12.55 12.29
1-Month 11.90 12.70 12.70 12.75 12.51
2-Months 12.20 12.90 12.90 13.00 12.75
3-Months 12.55 13.10 13.05 13.20 12.98
4-Months 12.70 13.10 13.10 13.25 13.04
5-Months 12.75 13.20 13.20 13.35 13.13
6-Months 13.00 13.30 13.25 13.40 13.24
9-Months 13.10 13.40 13.30 13.60 13.35
1-Year 13.25 13.50 13.40 13.60 13.44
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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 11.00 12.25 11.10 12.30 11.66
1-Week 11.90 12.50 12.35 12.60 12.34
2-Week 12.10 12.75 12.60 12.85 12.58
1-Month 12.40 13.10 12.90 13.25 12.91
2-Months 12.50 13.50 13.20 13.60 13.20
3-Months 12.75 13.50 13.25 13.75 13.31
4-Months 12.80 13.50 13.30 13.75 13.34
5-Months 13.00 13.50 13.40 13.75 13.41
6-Months 13.10 13.60 13.40 13.90 13.50
9-Months 13.25 13.60 13.50 13.90 13.56
1-Year 13.25 13.75 13.60 14.00 13.65
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Year 13.65 13.70
0.6-1.0 Year 13.75 13.85
1.1-1.5 Year 13.90 13.95
1.6-2.0 Year 13.95 14.00
2.1-2.5 Year 14.00 14.05
2.6-3.0 Year 14.02 14.05
3.1-3.5 Year 14.02 14.05
3.6-4.0 Year 14.03 14.07
4.1-4.5 Year 14.04 14.08
4.6-5.0 Year 14.05 14.10
5.1-5.5 Year 14.05 14.10
5.6-6.0 Year 14.05 14.10
6.1-6.5 Year 14.08 14.12
6.6-7.0 Year 14.08 14.12
7.1-7.5 Year 14.10 14.15
7.6-8.0 Year 14.10 14.15
8.1-8.5 Year 14.10 14.15
8.6-9.0 Year 14.15 14.20
9.1-9.5 Year 14.15 14.20
9.5-10.0 Years 14.15 14.20
15 Years 14.60 14.70
20 Years 14.70 14.80
30 Years 14.80 14.90
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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 13.60 13.70
3 Months 13.75 13.90
6 Months 13.90 14.10
12 Months 14.00 14.25
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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 12.75 12.85
8-15 Days 12.70 12.80
16-30 Days 12.75 12.85
31-60 Days 12.85 12.90
61-90 Days 13.10 13.13
91-120 Days 13.25 13.30
121-180 Days 13.30 13.35
181-270 Days 13.45 13.50
271-365 Days 13.60 13.65
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Kerb Market FX Rate
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Currency Bid Offer
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USD 85.65 85.95
EUR 113.00 115.00
GBP 135.00 136.00
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