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Print 2012-02-10
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (February 09, 2012).
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (February 09, 2012).
DAILY MONEY MARKET COMMENTS: The interbank market initiated at the top level of 11.90% and remained unchanged throughout the day. It was one way traffic today as the market closed at 11.90%. We are expecting a huge discounting figure at the day end from SBP.
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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 11.90 11.90 11.90 11.90 11.90
1-Week 11.60 11.75 11.75 11.80 11.73
2-Week 11.60 11.75 11.80 11.85 11.75
1-Month 11.65 11.75 11.75 11.80 11.74
2-Months 11.65 11.80 11.75 11.85 11.76
3-Months 11.65 11.75 11.75 11.80 11.74
4-Months 11.65 11.75 11.75 11.75 11.73
5-Months 11.70 11.80 11.75 11.85 11.78
6-Months 11.75 11.80 11.75 11.85 11.79
9-Months 11.75 11.80 11.75 11.85 11.79
1-Year 11.70 11.85 11.75 11.90 11.80
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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 11.90 11.90 11.90 11.95 11.91
1-Week 11.65 11.90 11.80 11.95 11.83
2-Week 11.70 11.90 11.85 11.95 11.85
1-Month 11.75 11.90 11.90 12.00 11.89
2-Months 11.75 11.90 11.90 11.95 11.88
3-Months 11.75 11.90 11.85 11.95 11.86
4-Months 11.75 11.85 11.85 11.90 11.84
5-Months 11.75 11.85 11.85 11.90 11.84
6-Months 11.80 11.95 11.90 12.00 11.91
9-Months 11.85 11.95 11.90 12.00 11.93
1-Year 11.90 12.00 12.00 12.10 12.00
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 11.85 11.90
0.6-1.0 Years 11.90 11.95
1.1-1.5 Years 12.00 12.05
1.6-2.0 Years 12.04 12.08
2.1-2.5 Years 12.15 12.20
2.6-3.0 Years 12.25 12.30
3.1-3.5 Years 12.30 12.35
3.6-4.0 Years 12.45 12.50
4.1-4.5 Years 12.45 12.50
4.6-5.0 Years 12.48 12.52
5.1-5.5 Years 12.48 12.52
5.6-6.0 Years 12.50 12.55
6.1-6.5 Years 12.52 12.58
6.6-7.0 Years 12.55 12.60
7.1-7.5 Years 12.58 12.63
7.6-8.0 Years 12.56 12.62
8.1-8.5 Years 12.58 12.62
8.6-9.0 Years 12.58 12.62
9.1-9.5 Years 12.56 12.60
9.510.0 Years 12.56 12.60
15 Years 12.90 13.00
20 Years 13.00 13.10
30 Years 13.10 13.20
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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 12.20 12.40
12 Months 12.25 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 11.60 11.65
8-15 Days 11.64 11.68
16-30 Days 11.65 11.70
31-60 Days 11.65 11.68
61-90 Days 11.68 11.70
91-120 Days 11.70 11.74
121-180 Days 11.75 11.78
181-270 Days 11.84 11.86
271-365 Days 11.85 11.88
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Kerb Market FX Rate
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Currency Bid Offer
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GBP 142 143
USD 90.60 91.00
EUR 118.00 119.00
JPY 1.15 1.19
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