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Print 2010-08-28
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (August 27, 2010).
Money market report by Khadim Ali Shah Bukhari & Co on Friday (August 27, 2010).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 12.00% -12.50%. In Repo, major deals were done in the range of 12.30% -12.60%. Money Market closed at the level of 12.25% - 12.50%. SBP announced 7 days OMO and injected Rs 14.65 bln @12.28% against total participation of Rs 47.35 bln.
For Monday it is expected that money market would trade at the level of 11.75% - 12.25%.
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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 12.00 12.65 12.25 12.75 12.41
1-Week 11.50 12.25 12.25 12.40 12.10
2-Week 11.60 12.25 12.35 12.40 12.15
1-Month 11.70 12.40 12.45 12.50 12.26
2-Months 11.85 12.40 12.35 12.50 12.28
3-Months 12.05 12.45 12.40 12.50 12.35
4-Months 12.10 12.45 12.35 12.55 12.36
5-Months 12.10 12.45 12.40 12.60 12.39
6-Months 12.25 12.50 12.45 12.60 12.45
9-Months 12.25 12.50 12.45 12.65 12.46
1-Year 12.30 12.60 12.50 12.70 12.53
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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 12.00 12.70 12.25 12.80 12.44
1-Week 11.75 12.30 12.40 12.50 12.24
2-Week 11.90 12.35 12.40 12.50 12.29
1-Month 12.10 12.50 12.50 12.60 12.43
2-Months 12.25 12.75 12.65 12.80 12.61
3-Months 12.30 12.90 12.70 13.00 12.73
4-Months 12.30 12.90 12.70 13.00 12.73
5-Months 12.35 13.00 12.70 13.10 12.79
6-Months 12.40 13.10 12.80 13.25 12.89
9-Months 12.50 13.20 12.80 13.30 12.95
1-Year 12.60 13.25 12.80 13.35 13.00
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 12.80 12.85
0.6-1.0 Years 12.85 12.90
1.1-1.5 Years 12.85 12.90
1.6-2.0 Years 12.90 12.95
2.1-2.5 Years 13.00 13.05
2.6-3.0 Year 13.00 13.05
3.1-3.5 Years 13.00 13.05
3.6-4.0 Year 13.02 13.06
4.1-4.5 Year 13.02 13.06
4.6-5.0 Years 13.05 13.10
5.1-5.5 Years 13.05 13.10
5.6-6.0 Years 13.05 13.10
6.1-6.5 Years 13.08 13.12
6.6-7.0 Years 13.08 13.12
7.1-7.5 Years 13.10 13.14
7.6-8.0 Years 13.10 13.14
8.1-8.5 Years 13.12 13.15
8.6-9.0 Years 13.12 13.15
9.1-9.5 Years 13.15 13.20
9.5-10.0 Years 13.15 13.20
15 Years 13.25 13.40
20 Years 13.40 13.50
30 Years 13.50 13.60
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 12.60 12.90
3 Months 12.80 13.00
6 Months 12.90 13.20
12 Months 13.25 13.50
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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 12.15 12.20
8-15 Days 12.15 12.20
16-30 Days 12.25 12.30
31-60 Days 12.30 12.40
61-90 Days 12.42 12.48
91-120 Days 12.45 12.55
121-180 Days 12.55 12.65
181-270 Days 12.65 12.75
271-365 Days 12.70 12.78
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Kerb Market FX Rate
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Currency Bid Offer
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USD 85.55 85.85
EUR 107.50 109.00
GBP 131.25 132.50
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