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Print 2011-07-03
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (July 02, 2011).
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (July 02, 2011).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 13.50% - 13.90%. Major deals were done in the range of 13.00% - 13.50%. The market closed at the level of 13.00% - 3.25%.Bln. SBP announced OMO for 6 days and injected Pkr 26 Bln on pro rata basis @ 13.22% against the total participation of Pkr 34
For Monday it is expected that money market would trade within the levels of 12.75% - 13.50%.
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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 12.75 13.50 13.00 13.75 13.25
1-Week 12.50 13.30 13.25 13.35 13.10
2-Week 12.75 13.30 13.30 13.35 13.18
1-Month 12.90 13.30 13.30 13.35 13.21
2-Months 13.00 13.35 13.30 13.40 13.26
3-Months 13.10 13.35 13.35 13.45 13.31
4-Months 13.10 13.40 13.35 13.45 13.33
5-Months 13.15 13.40 13.40 13.50 13.36
6-Months 13.25 13.50 13.50 13.60 13.46
9-Months 13.30 13.60 13.60 13.70 13.55
1-Year 13.40 13.65 13.65 13.75 13.61
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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 12.75 13.50 13.00 13.75 13.25
1-Week 12.75 13.35 13.30 13.40 13.20
2-Week 13.00 13.35 13.35 13.45 13.29
1-Month 13.10 13.40 13.40 13.50 13.35
2-Months 13.15 13.50 13.45 13.60 13.43
3-Months 13.15 13.50 13.45 13.60 13.43
4-Months 13.20 13.50 13.50 13.65 13.46
5-Months 13.25 13.55 13.50 13.65 13.49
6-Months 13.30 13.60 13.50 13.65 13.51
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 13.75 13.80
0.6-1.0 Years 13.80 13.85
1.1-1.5 Years 13.92 13.94
1.6-2.0 Years 13.95 13.97
2.1-2.5 Years 13.98 14.00
2.6-3.0 Years 13.98 14.01
3.1-3.5 Years 14.00 14.02
3.6-4.0 Years 14.02 14.05
4.1-4.5 Years 14.03 14.05
4.6-5.0 Years 14.03 14.06
5.1-5.5 Years 14.04 14.07
5.6-6.0 Years 14.04 14.07
6.1-6.5 Years 14.05 14.08
6.6-7.0 Years 14.05 14.08
7.1-7.5 Years 14.05 14.08
7.6-8.0 Years 14.06 14.08
8.1-8.5 Years 14.06 14.09
8.6-9.0 Years 14.06 14.09
9.1-9.5 Years 14.07 14.10
9.5-10.0 Years 14.07 14.10
15 Years 14.15 14.20
20 Years 14.20 14.25
30 Years 14.30 14.35
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FIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years N/A N/A
0.6-1.0 Years N/A N/A
1.1-1.5 Years N/A N/A
1.6-2.0 Years N/A N/A
2.1-2.5 Years N/A N/A
2.6-3.0 Years N/A N/A
3.1-3.5 Years N/A N/A
3.6-4.0 Years N/A N/A
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 13.50 13.75
3 Months 13.60 13.80
6 Months 13.75 14.10
12 Months 14.00 14.25
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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 13.25 13.30
8-15 Days 13.30 13.35
16-30 Days 13.30 13.35
31-60 Days 13.35 13.40
61-90 Days 13.40 13.43
91-120 Days 13.50 13.55
121-180 Days 13.62 13.66
181-270 Days 13.72 13.78
271-365 Days 13.84 13.86
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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 123.98 125.49
GBP 137.20 141.66
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