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Print 2011-07-16
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (July 15, 2011).
Money market report by Khadim Ali Shah Bukhari & Co on Friday (July 15, 2011).
DAILY MONEY MARKET COMMENTS: Money Market initiated at 13.25% - 13.75%. Most of deals were done in range of 13.00% - 13.40%.Money Market close at the level of 13.00% - 13.25%. SBP announced OMO for 7 days and injected Rs 100 Bln @ 13.34% against the total patricipation of Rs 119 Bln.For Saturday it is expected that money market would trade within the levels of 12.75% - 13.25%.
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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 12.75 13.50 13.00 13.75 13.25
1-Week 12.90 13.45 13.40 13.50 13.31
2-Week 13.00 13.40 13.40 13.45 13.31
1-Month 13.00 13.35 13.40 13.45 13.30
2-Months 13.10 13.35 13.40 13.45 13.33
3-Months 13.15 13.35 13.40 13.45 13.34
4-Months 13.15 13.40 13.40 13.50 13.36
5-Months 13.20 13.45 13.45 13.55 13.41
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 13.00 13.45 13.40 13.50 13.34
2-Week 13.10 13.45 13.45 13.50 13.38
1-Month 13.15 13.40 13.40 13.45 13.35
2-Months 13.15 13.45 13.40 13.50 13.38
3-Months 13.20 13.50 13.45 13.60 13.44
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 13.96 13.98
2.6-3.0 Years 13.96 13.99
3.1-3.5 Years 13.98 14.00
3.6-4.0 Years 14.00 14.03
4.1-4.5 Years 14.02 14.04
4 6 5 0 Years 14.02 14.05
5.1-5.5 Years 14.03 14.06
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 14.06 14.08
9.5-10.0 Years 14.06 14.08
15 Years 14.20 14.25
20 Years 14.25 14.30
30 Years 14.30 14.35
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 13.50 13.70
3 Months 13.50 13.75
6 Months 13.75 14.00
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 13.35 13.40
8-15 Days 13.40 13.44
16-30 Days 13.40 13.43
31-60 Days 13.42 13.45
61-90 Days 13.42 13.46
91-120 Days 13.55 13.60
121-180 Days 13.72 13.74
181-270 Days 13.78 13.82
271-365 Days 13.85 13.88
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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 119.48 120.99
GBP 136.16 139.19
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