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Print 2012-01-06
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (January 05, 2012).
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (January 05, 2012).
DAILY MONEY MARKET COMMENTS: There was no change compared to the trading session witnessed yesterday yet again. The range of trading was 9.05% - 9.10%, and most of the deals were done within the same range. The market closed at the level of 9.00% due to excess liquidity in the market. SBP reported a floor (9.00%) of Rs 57bn yesterday.
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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 9.00 9.10 9.05 9.10 9.06
1-Week 11.00 11.23 11.25 11.40 11.22
2-Week 11.20 11.50 11.50 11.60 11.45
1-Month 11.40 11.70 11.70 11.80 11.65
2-Months 11.50 11.75 11.70 11.80 11.69
3-Months 11.60 11.75 11.70 11.80 11.71
4-Months 11.65 11.75 11.75 11.80 11.74
5-Months 11.70 11.80 11.80 11.85 11.79
6-Months 11.65 11.75 11.80 11.85 11.76
9-Months 11.70 11.85 11.85 11.90 11.83
1-Year 11.70 11.85 11.85 11.90 11.83
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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 9.00 9.10 9.05 9.15 9.08
1-Week 11.15 11.50 11.40 11.55 11.40
2-Week 11.30 11.65 11.60 11.70 11.56
1-Month 11.50 11.70 11.70 11.80 11.68
2-Months 11.65 11.80 11.80 11.85 11.78
3-Months 11.70 11.85 11.80 11.85 11.80
4-Months 11.70 11.85 11.85 11.90 11.83
5-Months 11.80 11.90 11.90 12.00 11.90
6-Months 11.85 11.95 11.95 12.00 11.94
9-Months 11.85 12.00 12.00 12.10 11.99
1-Year 11.90 12.00 12.10 12.15 12.04
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 11.90 11.95
0.6-1.0 Years 11.95 12.00
1.1-1.5 Years 12.10 12.15
1.6-2.0 Years 12.15 12.20
2.1-2.5 Years 12.25 12.30
2.6-3.0 Years 12.28 12.32
3.1-3.5 Years 12.30 12.35
3.6-4.0 Years 12.40 12.45
4.1-4.5 Years 12.50 12.55
4.6-5.0 Years 12.50 12.55
5.1-5.5 Years 12.55 12.60
5.6-6.0 Years 12.55 12.60
6.1-6.5 Years 12.60 12.65
6.6-7.0 Years 12.65 12.70
7.1-7.5 Years 12.65 12.70
7.6-8.0 Years 12.64 12.68
8.1-8.5 Years 12.62 12.68
8.6-9.0 Years 12.60 12.65
9.1-9.5 Years 12.60 12.65
9.5-10.0 Years 12.58 12.63
15 Years 13.00 13.10
20 Years 13.10 13.20
30 Years 13.20 13.30
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 11.90 12.10
3 Months 12.10 12.30
6 Months 12.25 12.40
12 Months 12.30 12.50
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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 11.40 11.50
8-15 Days 11.65 11.70
16-30 Days 11.68 11.72
31-60 Days 11.68 11.71
61-90 Days 11.70 11.74
91-120 Days 11.70 11.75
121-180 Days 11.80 11.85
181-270 Days 11.87 11.90
271-365 Days 11.87 11.91
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Kerb Market FX Rate
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Currency Bid Offer
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GBP 140.5 141.5
USD 90.50 90.70
EUR 116.50 117.50
JPY 1.17 1.19
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