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Print 2010-09-18
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (September 17, 2010).
Money market report by Khadim Ali Shah Bukhari & Co on Friday (September 17, 2010).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 12.00% --12.25%. In Repo, major deals were done in the range of 12.10%--12.40%. Money Market closed at the level of 11.25%--11.50%. SBP announced 7 day OMO and injected PKR 58.45 billion @12.15% against total participation of PKR 59.25 billion.
For Monday it is expected that money market would trade at the level of 11.50% -- 12.10%.
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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 11.00 12.40 11.25 12.50 11.79
1-Week 11.30 12.25 12.20 12.30 12.01
2-Week 11.40 12.30 12.25 12.35 12.08
1-Month 11.70 12.35 12.35 12.40 12.20
2-Months 11.85 12.40 12.35 12.50 12.28
3-Months 12.00 12.50 12.45 12.55 12.38
4-Months 12.10 12.50 12.50 12.60 12.43
5-Months 12.10 12.45 12.60 12.70 12.46
6-Months 12.25 12.70 12.60 12.80 12.59
9-Months 12.25 12.75 12.60 12.80 12.60
1-Year 12.30 12.75 12.65 12.85 12.64
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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 11.00 12.50 11.25 12.60 11.84
1-Week 11.50 12.30 12.20 12.35 12.09
2-Week 11.75 12.30 12.25 12.35 12.16
1-Month 12.10 12.45 12.40 12.50 12.36
2-Months 12.25 12.70 12.60 12.75 12.58
3-Months 12.30 12.75 12.70 12.90 12.66
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 Year 12.80 12.85
0.6-1.0 Year 12.85 12.90
1.1-1.5 Year 12.85 12.90
1.6-2.0 Year 12.90 12.95
2.1-2.5 Year 12.95 13.00
2.6-3.0 Year 13.00 13.04
3.1-3.5 Year 13.00 13.04
3.6-4.0 Year 13.02 13.06
4.1-4.5 Year 13.02 13.06
4.6-5.0 Year 13.05 13.10
5.1-5.5 Year 13.05 13.10
5.6-6.0 Year 13.08 13.12
6.1-6.5 Year 13.08 13.12
6.6-7.0 Year 13.10 13.15
7.1-7.5 Year 13.10 13.15
7.6-8.0 Year 13.10 13.15
8.1-8.5 Year 13.15 13.20
8.6-9.0 Year 13.15 13.20
9.1-9.5 Year 13.20 13.25
9.5-10.0 Years 13.20 13.25
15 Years 13.50 13.60
20 Years 13.60 13.80
30 Years 13.80 13.90
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 12.50 12.60
3 Months 12.75 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 12.25
8-15 Days 12.25 12.35
16-30 Days 12.35 12.40
31-60 Days 12.40 12.48
61-90 Days 12.52 12.58
91-120 Days 12.60 12.65
121-180 Days 12.65 12.70
181-270 Days 12.80 12.84
271-365 Days 12.80 12.85
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Kerb Market FX Rate
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Currency Bid Offer
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USD 85.70 86.00
EUR 109.00 110.00
GBP 131.25 132.50
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