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Print 2012-03-14
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (March 13, 2012).
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (March 13, 2012).
DAILY MONEY MARKET COMMENTS: The interbank market initiated within the range of 9.10% - 9.25%. SBP announced OMO for 3 days and mopped up Rs 3.0bn against the total participation of Rs 5.0bn. Most of the deals were executed within the range of 9.10% - 9.20% after the OMO result. The market closed at the lowest level of 9.10%.
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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 9.75 9.05 10.00 9.45
1-Week 10.75 11.10 11.00 11.25 11.03
2-Week 11.25 11.50 11.50 11.60 11.46
1-Month 11.40 11.60 11.60 11.70 11.58
2-Months 11.60 11.75 11.75 11.80 11.73
3-Months 11.65 11.75 11.80 11.85 11.76
4-Months 11.65 11.80 11.80 11.85 11.78
5-Months 11.70 11.80 11.80 11.85 11.79
6-Months 11.75 11.80 11.80 11.85 11.80
9-Months 11.75 11.85 11.85 11.90 11.84
1-Year 11.80 11.90 11.80 11.90 11.85
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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 9.75 9.05 10.00 9.45
1-Week 11.20 11.15 11.25 11.50 11.28
2-Week 11.30 11.65 11.60 11.70 11.56
1-Month 11.50 11.80 11.70 11.85 11.71
2-Months 11.75 11.90 11.80 11.95 11.85
3-Months 11.75 11.90 11.85 11.95 11.86
4-Months 11.75 11.90 11.85 11.95 11.86
5-Months 11.75 11.90 11.85 11.95 11.86
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 11.95 12.00
0.6-1.0 Years 12.10 12.15
1.1-1.5 Years 12.20 12.25
1.6-2.0 Years 12.25 12.30
2.1-2.5 Years 12.40 12.45
2.6-3.0 Years 12.45 12.50
3.1-3.5 Years 12.60 12.65
3.6-4.0 Years 12.80 12.85
4.1-4.5 Years 12.85 12.90
4.6-5.0 Years 12.90 12.95
5.1-5.5 Years 12.90 12.95
5.6-6.0 Years 12.94 12.98
6.1-6.5 Years 12.98 13.02
6.6-7.0 Years 13.00 13.04
7.1-7.5 Years 13.00 13.04
7.6-8.0 Years 13.02 13.06
8.1-8.5 Years 13.05 13.08
8.6-9.0 Years 13.07 13.10
9.1-9.5 Years 13.06 13.09
9.5-10.0 Years 13.06 13.09
15 Years 13.30 13.35
20 Years 13.35 13.40
30 Years 13.45 13.50
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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 12.00 12.20
3 Months 12.25 12.40
6 Months 12.25 12.50
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 11.30 11.40
8-15 Days 11.50 11.60
16-30 Days 11.60 11.65
31-60 Days 11.65 11.70
61-90 Days 11.72 11.76
91-120 Days 11.80 11.84
121-180 Days 11.85 11.89
181-270 Days 11.88 11.91
271-365 Days 11.90 11.93
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Kerb Market FX Rate
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Currency Bid Offer
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GBP 142.5 143.5
USD 90.80 91.50
EUR 120.00 121.00
JPY 1.12 1.16
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