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Print 2009-12-11
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (December 10, 2009).
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (December 10, 2009).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 10.75% - 11.00%. In Repo, major deals were done in the range of 10.00% - 10.50%. Money Market closed at the level of 9.50% - 9.60%. SBP announced 2 days OMO and mopped up PKR 6.30 billion @11.25% against total participation of PKR 8.25 billion. For Friday it is expected that money market would trade at the level of 9.60% - 10.25%
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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 9.50 10.90 9.60 11.00 10.25
1-Week 11.20 11.40 11.25 11.50 11.34
2-Week 11.50 11.75 11.75 11.90 11.73
1-Month 11.75 12.00 11.90 12.05 11.93
2-Months 11.85 12.00 12.05 12.15 12.01
3-Months 11.85 12.10 12.10 12.15 12.05
4-Months 11.90 12.10 12.10 12.15 12.06
5-Months 11.90 12.05 12.00 12.15 12.03
6-Months 11.90 12.10 12.00 12.15 12.04
9-Months 11.90 12.10 12.00 12.15 12.04
1-Year 11.90 12.10 12.10 12.20 12.08
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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 9.50 11.00 9.60 11.25 10.34
1-Week 11.25 11.50 11.50 11.75 11.50
2-Week 11.65 12.00 11.90 12.10 11.91
1-Month 12.00 12.25 12.10 12.30 12.16
2-Months 12.00 12.25 12.15 12.30 12.18
3-Months 12.00 12.25 12.15 12.30 12.18
4-Months 12.10 12.25 12.15 12.30 12.20
5-Months 12.10 12.30 12.20 12.35 12.24
6-Months 12.15 12.30 12.25 12.35 12.26
9-Months 12.15 12.40 12.35 12.45 12.34
1-Year 12.25 12.45 12.40 12.50 12.40
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 12.30 12.35
0.6-1.0 Years 12.35 12.40
1.1-1.5 Years 12.40 12.45
1.6-2.0 Years 12.45 12.50
2.1-2.5 Years 12.50 12.55
2.6-3.0 Years 12.55 12.60
3.1-3.5 Years 12.55 12.60
3.6-4.0 Years 12.60 12.65
4.1-4.5 Years 12.60 12.65
4.6-5.0 Years 12.60 12.65
5.1-5.5 Years 12.65 12.70
5.6-6.0 Years 12.65 12.70
6.1-6.5 Years 12.70 12.75
6.6-7.0 Years 12.74 12.78
7.1-7.5 Years 12.75 12.78
7.6-8.0 Years 12.75 12.80
8.1-8.5 Years 12.75 12.80
8.6-9.0 Years 12.75 12.80
9.1-9.5 Years 12.75 12.80
9.5-10.0 Years 12.74 12.78
15 Years 12.80 12.90
20 Years 13.10 12.30
30 Years 12.30 12.50
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 12.50 12.75
3 Months 12.60 12.75
6 Months 12.60 12.90
12 Months 12.60 13.00
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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 11.75-12.00
8-15 Days 11.90-12.00
16-30 Days 12.05-12.15
31-60 Days 12.10-12.20
61-90 Days 12.15-12.20
91-120 Days 12.10-12.20
121-180 Days 12.10-12.20
181-270 Days 12.10-12.20
271-365 Days 12.13-12.18
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Kerb Market FX Rate
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Currency Bid Offer
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USD 83.95 83.45
EUR 123.50 125.40
GBP 136.40 137.40
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