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Print 2012-01-11
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (January 10, 2012).
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (January 10, 2012).
DAILY MONEY MARKET COMMENTS: In today's session, trading was within the range of 11.75%-11.90%. SBP conducted OMO for 3 days and 10 days and injected Rs [email protected]% (in 3 days) against the total participation of Rs 21.3bn and Rs [email protected]% against the participation of Rs 44.2bn respectively. Most of the deals were done within the range of 11.00%-11.50% after the OMO result. The market closed at the level of 10.75%. SBP reported a discounting (at 12.00%) of Rs 6.7bn yesterday.
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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 10.25 11.90 10.50 11.90 11.14
1-Week 11.25 11.75 11.50 11.80 11.58
2-Week 11.40 11.75 11.50 11.80 11.61
1-Month 11.50 11.75 11.70 11.80 11.69
2-Months 11.60 11.75 11.75 11.85 11.74
3-Months 11.65 11.75 11.75 11.85 11.75
4-Months 11.65 11.75 11.75 11.85 11.75
5-Months 11.70 11.80 11.80 11.85 11.79
6-Months 11.70 11.80 11.80 11.85 11.79
9-Months 11.70 11.85 11.85 11.90 11.83
1-Year 11.70 11.85 11.85 11.90 11.83
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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 10.25 11.90 10.50 11.90 11.14
1-Week 11.40 11.80 11.60 11.85 11.66
2-Week 11.50 11.85 11.75 11.90 11.75
1-Month 11.60 11.85 11.75 11.90 11.78
2-Months 11.70 11.85 11.80 11.90 11.81
3-Months 11.70 11.85 11.85 11.90 11.83
4-Months 11.70 11.85 11.85 11.90 11.83
5-Months 11.80 11.90 11.90 12.00 11.90
6-Months 11.85 11.95 11.95 12.00 11.94
9-Months 11.85 12.00 12.00 12.10 11.99
1-Year 11.90 12.00 12.10 12.15 12.04
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 11.90 11.95
0.6-1.0 Years 11.95 12.00
1.1-1.5 Years 12.10 12.15
1.6-2.0 Years 12.10 12.15
2.1-2.5 Years 12.15 12.20
2.6-3.0 Years 12.15 12.20
3.1-3.5 Years 12.28 12.32
3.6-4.0 Years 12.35 12.40
4.1-4.5 Years 12.45 12.50
4.6-5.0 Years 12.58 12.62
5.1-5.5 Years 12.60 12.64
5.6-6.0 Years 12.60 12.65
6.1-6.5 Years 12.60 12.65
6.6-7.0 Years 12.62 12.66
7.1-7.5 Years 12.62 12.67
7.6-8.0 Years 12.64 12.68
8.1-8.5 Years 12.62 12.65
8.6-9.0 Years 12.60 12.64
9.1-9.5 Years 12.58 12.64
9.5-10.0 Years 12.58 12.62
15 Years 12.90 13.00
20 Years 13.00 13.10
30 Years 13.10 13.20
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FIB Secondary Market Data
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 11.90 12.10
3 Months 12.10 12.30
6 Months 12.25 12.40
12 Months 12.30 12.50
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T-Bill Secondary Market Data
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3 Months, 6 Months &
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12 Months Instruments
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Days to Maturity Yield Range %
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0-7 Days 11.50 11.60
8-15 Days 11.70 11.75
16-30 Days 11.75 11.78
31-60 Days 11.75 11.78
61-90 Days 11.75 11.80
91-120 Days 11.78 11.84
121-180 Days 11.82 11.86
181-270 Days 11.88 11.92
271-365 Days 11.90 11.93
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Kerb Market FX Rate
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Currency Bid Offer
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GBP 140 141.5
USD 90.60 91.20
EUR 116.00 117.00
JPY 1.17 1.20
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