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Print 2011-05-28
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (May 27, 2011).
Money market report by Khadim Ali Shah Bukhari & Co on Friday (May 27, 2011).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 13.25% -13.50%. Major deals were completed in the range of 13.40% -13.60%.The market close at the level of 13.25% -13.50%.SBP conducted OMO for seven days and injected Rs 26.550 bln@ 13.31% against the total participation of Rs 61.10 bln. For Saturday it is expected that money market would trade within the levels of 13.00% -13.75%.
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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 13.00 13.75 13.40 13.90 13.51
1-Week 12.50 13.35 13.30 13.40 13.14
2-Week 12.75 13.25 13.25 13.35 13.15
1-Month 12.75 13.25 13.25 13.30 13.14
2-Months 12.80 13.20 13.20 13.30 13.13
3-Months 12.90 13.20 13.25 13.30 13.16
4-Months 12.90 13.25 13.25 13.30 13.18
5-Months 13.00 13.35 13.35 13.40 13.28
6-Months 13.20 13.40 13.35 13.50 13.36
9-Months 13.25 13.50 13.50 13.60 13.46
1-Year 13.40 13.60 13.55 13.70 13.56
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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 13.00 13.75 13.40 13.90 13.51
1-Week 12.60 13.45 13.35 13.50 13.23
2-Week 12.80 13.35 13.30 13.40 13.21
1-Month 12.90 13.35 13.30 13.40 13.24
2-Months 12.90 13.35 13.30 13.40 13.24
3-Months 13.10 13.45 13.30 13.50 13.34
4-Months 13.10 13.40 13.35 13.50 13.34
5-Months 13.25 13.50 13.40 13.60 13.44
6-Months 13.30 13.60 13.45 13.65 13.50
9-Months 13.50 13.70 13.60 13.75 13.64
1-Year 13.50 13.75 13.60 13.90 13.69
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 13.55 13.65
0.6-1.0 Years 13.65 13.75
1.1-1.5 Years 13.85 13.90
1.6-2.0 Years 13.85 13.90
2.1-2.5 Years 13.90 13.95
2.6-3.0 Years 13.92 13.96
3.1-3.5 Years 13.95 13.98
3.6-4.0 Years 13.98 14.00
4.1-4.5 Years 13.98 14.00
4.6-5.0 Years 14.00 14.04
5.1-5.5 Years 14.02 14.05
5.6-6.0 Years 14.04 14.06
6.1-6.5 Years 14.04 14.06
6.6-7.0 Years 14.05 14.07
7.1-7.5 Years 14.05 14.07
7.6-8.0 Years 14.06 14.08
8.1-8.5 Years 14.06 14.08
8.6-9.0 Years 14.06 14.08
9.1-9.5 Years 14.06 14.09
9.5--10.0 Years 14.07 14.09
15 Years 14.45 14.50
20 Years 14.60 14.65
30 Years 14.80 14.90
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 13.40 13.50
3 Months 13.40 13.60
6 Months 13.60 13.90
12 Months 13.90 13.20
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T-Bill Secondary Market Data
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3 Months, 6 Months &
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12 Months Instruments
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Days to Maturity Yield Range %
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0-7 Days 13.30 13.40
8-15 Days 13.25 13.30
16-30 Days 13.25 13.30
31-60 Days 13.28 13.32
61-90 Days 13.30 13.32
91-120 Days 13.32 13.36
121-180 Days 13.58 13.63
181-270 Days 13.70 13.75
271-365 Days 13.80 13.83
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Kerb Market FX Rate
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Currency Bid Offer
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USD 85.70 86.20
EUR 120.94 123.06
BP 139.31 141.44
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