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Print 2012-01-24
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Monday (January 23, 2012).
Money market report by Khadim Ali Shah Bukhari & Co on Monday (January 23, 2012).
DAILY MONEY MARKET COMMENTS: The interbank market initiated within the range of 11.00%-11.25% but soon lost momentum. Most of the trades were executed within the range of 10.00%-10.25% due to excess liquidity in the market. The market closed at level of 9.25%.
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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 9.25 11.00 9.50 11.25 10.25
1-Week 10.75 11.25 11.25 11.50 11.19
2-Week 11.10 11.50 11.50 11.60 11.43
1-Month 11.50 11.70 11.65 11.75 11.65
2-Months 11.60 11.70 11.70 11.75 11.69
3-Months 11.60 11.75 11.75 11.80 11.73
4-Months 11.65 11.75 11.75 11.80 11.74
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 11.80 11.80 11.85 11.79
1-Year 11.70 11.85 11.80 11.85 11.80
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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 9.25 11.00 9.50 10.00 9.94
1-Week 11.00 11.40 11.40 11.50 11.33
2-Week 11.30 11.65 11.60 11.75 11.58
1-Month 11.50 11.75 11.75 11.85 11.71
2-Months 11.70 11.80 11.80 11.90 11.80
3-Months 11.70 11.80 11.80 11.90 11.80
4-Months 11.75 11.85 11.90 11.95 11.86
5-Months 11.75 11.90 11.90 11.95 11.88
6-Months 11.75 11.90 11.90 11.95 11.88
9-Months 11.80 12.00 12.00 12.10 11.98
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 11.75 11.80
0.6-1.0 Years 11.80 11.85
1.1-1.5 Years 11.80 11.85
1.6-2.0 Years 11.82 11.88
2.1-2.5 Years 11.82 11.88
2.6-3.0 Years 11.80 11.85
3.1-3.5 Years 12.00 12.05
3.6-4.0 Years 12.20 12.25
4.1-4.5 Years 12.25 12.30
4.6-5.0 Years 12.25 12.30
5.1-5.5 Years 12.30 12.35
5.6-6.0 Years 12.32 12.36
6.1-6.5 Years 12.34 12.38
6.6-7.0 Years 12.36 12.40
7.1-7.5 Years 12.36 12.40
7.6-8.0 Years 12.36 12.40
8.1-8.5 Years 12.35 12.40
8.6-9.0 Years 12.32 12.36
9.1-9.5 Years 12.30 12.35
9.5-10.0 Years 12.30 12.35
15 Years 12.80 12.90
20 Years 12.90 13.00
30 Years 13.00 13.10
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 11.70 11.90
3 Months 11.75 12.15
6 Months 11.90 12.10
12 Months 12.10 12.30
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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 11.10 11.30
8-15 Days 11.25 11.50
16-30 Days 11.50 11.60
31-60 Days 11.55 11.60
61-90 Days 11.55 11.60
91-120 Days 11.58 11.64
121-180 Days 11.65 11.70
181-270 Days 11.66 11.70
271-365 Days 11.70 11.74
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Kerb Market FX Rate
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Currency Bid Offer
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GBP 140.30 141.20
USD 90.30 90.80
EUR 116.50 117.50
JPY 1.14 1.18
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