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Print 2010-01-08
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (January 07, 2010).
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (January 07, 2010).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 10.50% - 11.00%. In Repo, major deals were done in the range of 10.75% - 11.00%. Money Market closed at the level of 10.75% - 11.00%. SBP announced 2 days OMO and mopped up PKR 10.00 billion @10.79% against total participation of PKR17.00 billion. For Friday it is expected that money market would trade at the level of 10.50% - 11.00%.
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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 11.00 10.50 11.25 10.75
1-Week 10.90 11.25 11.30 11.50 11.24
2-Week 11.50 11.60 11.70 11.80 11.65
1-Month 11.65 11.80 11.80 11.90 11.79
2-Months 11.90 12.00 12.00 12.10 12.00
3-Months 11.85 12.00 12.00 12.10 11.99
4-Months 11.85 12.00 12.00 12.10 11.99
5-Months 11.90 12.05 12.00 12.15 12.03
6-Months 11.90 12.10 12.10 12.20 12.08
9-Months 11.90 12.10 12.00 12.20 12.05
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 10.50 11.50 10.75 11.75 11.13
1-Week 11.50 11.90 11.75 12.00 11.79
2-Week 11.65 11.90 11.80 12.10 11.86
1-Month 11.90 12.10 12.00 12.20 12.05
2-Months 12.00 12.15 12.10 12.25 12.13
3-Months 12.00 12.25 12.15 12.30 12.18
4-Months 12.15 12.25 12.20 12.30 12.23
5-Months 12.15 12.30 12.20 12.35 12.25
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 12.20 12.25
0.6-1.0 Years 12.25 12.30
1.1-1.5 Years 12.25 12.30
1.6-2.0 Years 12.25 12.30
2.1-2.5 Years 12.30 12.35
2.6-3.0 Years 12.30 12.35
3.1-3.5 Years 12.30 12.35
3.6-4.0 Years 12.40 12.45
4.1-4.5 Years 12.40 12.45
4.6-5.0 Years 12.45 12.50
5.1-5.5 Years 12.50 12.55
5.6-6.0 Years 12.50 12.55
6.1-6.5 Years 12.50 12.55
6.6-7.0 Years 12.50 12.55
7.1-7.5 Years 12.55 12.60
7.6-8.0 Years 12.55 12.60
8.1-8.5 Years 12.57 12.62
8.6-9.0 Years 12.52 12.56
9.1-9.5 Years 12.52 12.56
9.5-10.0 Years 12.52 12.56
15 Years 12.70 12.80
20 Years 13.00 13.20
30 Years 13.15 13.30
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 12.10 12.25
3 Months 12.35 12.50
6 Months 12.40 12.60
12 Months 12.60 12.90
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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 11.50-11.65
8-15 Days 11.65-11.80
16-30 Days 11.85-11.95
31-60 Days 11.90-11.95
61-90 Days 11.90-11.95
91-120 Days 11.95-12.00
121-180 Days 12.00-12.05
181-270 Days 12.05-12.10
271-365 Days 12.05-12.10
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Kerb Market FX Rate
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Currency Bid Offer
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USD 84.55 84.85
EUR 121.00 122.00
GBP 134.80 136.00
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