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Print 2012-05-17
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (May 16, 2012).
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (May 16, 2012).
DAILY MONEY MARKET COMMENTS: The interbank market initiated at the top level of 11.90% and remained unchanged throughout the day. SBP reported a discounting of Rs 15bn yesterday and we are expecting discounting from SBP at the day end as well. Market closed at the same level of 11.90%.
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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 11.50 11.80 11.75 11.85 11.73
2-Week 11.50 11.70 11.70 11.80 11.68
1-Month 11.60 11.70 11.75 11.80 11.71
2-Months 11.65 11.75 11.75 11.80 11.74
3-Months 11.70 11.80 11.80 11.85 11.79
4-Months 11.70 11.80 11.80 11.85 11.79
5-Months 11.75 11.85 11.85 11.90 11.84
6-Months 11.75 11.85 11.85 11.90 11.84
9-Months 11.80 11.90 11.85 11.95 11.88
1-Year 11.80 11.90 11.85 11.95 11.88
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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 11.70 11.95 11.85 12.00 11.88
2-Week 11.75 11.90 11.85 11.95 11.86
1-Month 11.75 11.85 11.85 11.90 11.84
2-Months 11.75 11.85 11.80 11.95 11.84
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 11.80 11.90 11.85 11.95 11.88
6-Months 11.85 11.95 11.90 12.00 11.93
9-Months 11.85 12.00 11.90 12.10 11.96
1-Year 11.90 12.10 12.00 12.20 12.05
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 12.00 12.10
0.6-1.0 Years 12.25 12.30
1.1-1.5 Years 12.30 12.35
1.6-2.0 Years 12.40 12.45
2.1-2.5 Years 12.52 12.55
2.6-3.0 Years 12.56 12.60
3.1-3.5 Years 12.60 12.65
3.6-4.0 Years 12.85 12.90
4.1-4.5 Years 13.00 13.04
4.6-5.0 Years 13.01 13.04
5.1-5.5 Years 13.05 13.10
5.6-6.0 Years 13.12 13.14
6.1-6.5 Years 13.15 13.18
6.6-7.0 Years 13.15 13.20
7.1-7.5 Years 13.18 13.20
7.6-8.0 Years 13.23 13.25
8.1-8.5 Years 13.23 13.26
8.6-9.0 Years 13.23 13.26
9.1-9.5 Years 13.24 13.26
9.5-10.0 Years 13.25 13.28
15 Years 13.45 13.50
20 Years 13.55 13.60
30 Years 13.65 13.70
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 11.90 12.00
3 Months 12.25 12.40
6 Months 12.40 12.60
12 Months 12.50 12.75
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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 11.75 11.80
8-15 Days 11.75 11.78
16-30 Days 11.72 11.74
31-60 Days 11.72 11.75
61-90 Days 11.81 11.83
91-120 Days 11.85 11.89
121-180 Days 11.88 11.91
181-270 Days 11.92 11.94
271-365 Days 11.93 11.95
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Kerb Market FX Rate
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Currency Bid Offer
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GBP 147 148
USD 91.30 91.50
EUR 118.50 119.50
JPY 1.11 1.15
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