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Print 2009-07-03
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (July 02, 2009).
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (July 02, 2009).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 11.50%-12.00%. In Repo, major deals were done in the range of 9.50% -11.50%. Money Market closed at the level of 13.00%-13.50%. SBP announced 2 days OMO and mopped up PKR 38.70 billion @11.00% against total participation of PKR 46.70 billion. For Friday it is expected that money market would trade at the level of 12.50%-13.50%.
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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 8.00 13.50 8.25 13.75 10.88
1-Week 10.50 11.50 11.00 12.00 11.25
2-Week 10.75 11.75 11.25 12.00 11.44
1-Month 11.00 12.00 11.75 12.25 11.75
2-Months 11.25 12.40 12.00 12.25 11.98
3-Months 11.10 12.00 11.75 12.25 11.78
4-Months 11.25 11.90 11.75 12.00 11.73
5-Months 11.25 11.75 11.70 11.90 11.65
6-Months 11.25 11.75 11.70 11.90 11.65
9-Months 11.25 11.75 11.60 11.80 11.60
1-Year 11.25 11.75 11.60 11.80 11.60
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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 9.00 13.90 9.50 13.90 11.58
1-Week 11.00 12.50 12.00 13.00 12.13
2-Week 11.75 12.50 12.00 12.75 12.25
1-Month 12.00 12.50 12.25 12.75 12.38
2-Months 12.25 12.75 12.50 13.00 12.63
3-Months 12.40 12.75 12.60 12.90 12.66
4-Months 12.40 12.75 12.60 13.00 12.69
5-Months 12.40 12.75 12.60 13.00 12.69
6-Months 12.50 12.80 12.75 13.00 12.76
9-Months 12.60 12.90 12.75 13.10 12.84
1-Year 12.60 12.90 12.75 13.10 12.84
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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 11.90
0.6-1.0 Years 11.80 11.90
1.1-1.5 Years 11.85 11.95
1.6-2.0 Years 11.30 11.35
2.1-2.5 Years 11.30 11.35
2.6-3.0 Years 11.30 11.35
3.1-3.5 Years 11.30 11.35
3.6-4.0 Years 11.30 11.40
4.1-4.5 Years 11.30 11.40
4.6-5.0 Years 11.35 11.40
5.1-5.5 Years 11.35 11.40
5.6-6.0 Years 11.40 11.45
6.1-6.5 Years 11.40 11.45
6.6-7.0 Years 11.40 11.45
7.1-7.5 Years 11.45 11.50
7.6-8.0 Years 11.45 11.50
8.1-8.5 Years 11.45 11.50
8.6-9.0 Years 11.45 11.50
9.1-9.5 Years 11.40 11.50
9.5-10.0 Years 11.40 11.50
15 Years 12.25 12.50
20 Years 12.50 12.75
30 Years 12.75 13.00
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 12.25 12.75
3 Months 12.50 13.00
6 Months 12.50 13.00
12 Months 12.75 13.25
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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 11.75-12.25
8-15 Days 11.75-12.00
16-30 Days 11.75-12.25
31-60 Days 11.90-12.10
61-90 Days 11.75-11.85
91-120 Days 11.60-11.80
121-180 Days 11.50-11.60
181-270 Days 11.70-11.80
271-365 Days 11.65-11.70
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Kerb Market FX Rate
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Currency Bid Offer
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USD 81.45 81.70
EUR 114.00 116.00
GBP 134.30 136.30
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