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Print 2012-05-25
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (May 24, 2012).
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (May 24, 2012).
DAILY MONEY MARKET COMMENTS: The interbank market initiated at the lowest level of 9.10% and remained the same throughout the day. SBP reported a floor of PkR15bn yesterday and we are expecting floor from SBP at the day end as well. Major deals were executed within the range of 9.05%-9.10%. Market closed at the same level.
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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 11.25 11.30 11.35 11.23
2-Week 11.20 11.40 11.40 11.50 11.38
1-Month 11.50 11.60 11.60 11.65 11.59
2-Months 11.65 11.75 11.70 11.80 11.73
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 9.05 9.10 9.05 9.10 9.08
1-Week 11.30 11.50 11.40 11.60 11.45
2-Week 11.40 11.60 11.50 11.70 11.55
1-Month 11.60 11.85 11.70 11.90 11.76
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 12.54 12.57
3.1-3.5 Years 12.60 12.65
3.6-4.0 Years 12.85 12.90
4.1-4.5 Years 12.99 13.03
4.6-5.0 Years 13.00 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 13.17 13.19
7.1-7.5 Years 13.18 13.20
7.6-8.0 Years 13.20 13.22
8.1-8.5 Years 13.20 13.22
8.6-9.0 Years 13.22 13.24
9.1-9.5 Years 13.22 13.24
9.5-10.0 Years 13.24 13.26
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 11.30 11.40
8-15 Days 11.50 11.55
16-30 Days 11.60 11.65
31-60 Days 11.68 11.72
61-90 Days 11.80 11.83
91-120 Days 11.86 11.89
121-180 Days 11.87 11.90
181-270 Days 11.92 11.94
271-365 Days 11.94 11.96
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Kerb Market FX Rate
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Currency Bid Offer
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GBP 145 146
USD 93.20 93.60
EUR 118.00 119.00
JPY 1.14 1.18
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