Print
Print 2012-06-07
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (June 06, 2012).
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (June 06, 2012).
DAILY MONEY MARKET COMMENTS: The interbank market initiated within the band of 11.80%-11.90%. Major trades were executed within the range of 11.85%-11.90%. Market closed at the top level of 11.90% and we are expecting discounting at the day end from SBP.
=================================================================
Repo Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 11.75 11.90 11.80 11.90 11.84
1-Week 11.60 11.80 11.75 11.85 11.75
2-Week 11.60 11.70 11.65 11.75 11.68
1-Month 11.60 11.75 11.75 11.80 11.73
2-Months 11.65 11.75 11.70 11.80 11.73
3-Months 11.70 11.80 11.80 11.85 11.79
4-Months 11.70 11.80 11.80 11.85 11.79
5-Months 11.75 11.85 11.85 11.90 11.84
6-Months 11.75 11.85 11.85 11.90 11.84
9-Months 11.80 11.90 11.85 11.95 11.88
1-Year 11.80 11.90 11.85 11.95 11.88
=================================================================
Call Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 11.75 11.90 11.80 11.90 11.84
1-Week 11.70 11.90 11.80 11.95 11.84
2-Week 11.70 11.90 11.85 11.95 11.85
1-Month 11.70 11.95 11.85 12.00 11.88
2-Months 11.75 11.90 11.85 11.95 11.86
3-Months 11.75 11.90 11.85 11.95 11.86
4-Months 11.75 11.90 11.85 11.95 11.86
5-Months 11.80 11.90 11.90 11.95 11.89
6-Months 11.85 11.95 11.90 12.00 11.93
9-Months 11.85 12.00 11.90 12.10 11.96
1-Year 11.90 12.10 12.00 12.20 12.05
=================================================================
================================
PIB Secondary Market Data
--------------------------------
Maturity Yield Range
================================
0.1-0.5 Years 12.00 12.10
0.6-1.0 Years 12.25 12.30
1.1-1.5 Years 12.30 12.35
1.6-2.0 Years 12.45 12.50
2.1-2.5 Years 12.58 12.62
2.6-3.0 Years 12.60 12.65
3.1-3.5 Years 12.64 12.68
3.6-4.0 Years 13.00 13.02
4.1-4.5 Years 13.00 13.04
4.6-5.0 Years 13.02 13.06
5.1-5.5 Years 13.14 13.18
5.6-6.0 Years 13.16 13.20
6.1-6.5 Years 13.20 13.22
6.6-7.0 Years 13.22 13.24
7.1-7.5 Years 13.22 13.24
7.6-8.0 Years 13.22 13.26
8.1-8.5 Years 13.22 13.26
8.6-9.0 Years 13.24 12.28
9.1-9.5 Years 13.24 13.29
9.5--10.0 Years 13.26 13.30
15 Years 13.50 13.55
20 Years 13.55 13.60
30 Years 13.65 13.70
================================
Clean Deposit Market
--------------------------------
Tenor Range (% p a)
================================
1 Month 12.20 12.40
3 Months 12.30 12.50
6 Months 12.50 12.70
12 Months 12.65 12.85
================================
T-Bill Secondary Market Data
================================
3 Months, 6 Months &
================================
12 Months Instruments
================================
Days to Maturity Yield Range %
================================
0-7 Days 11.75 11.80
8-15 Days 11.75 11.80
16-30 Days 11.74 11.78
31-60 Days 11.74 11.78
61-90 Days 11.85 11.87
91-120 Days 11.87 11.90
121-180 Days 11.88 11.91
181-270 Days 11.93 11.95
271-365 Days 11.95 11.97
================================
Kerb Market FX Rate
--------------------------------
Currency Bid Offer
--------------------------------
GBP 146 147
USD 94.50 94.70
EUR 118.00 119.00
JPY 1.13 1.18
================================
Comments
Comments are closed.