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Print 2012-06-22
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (June 21, 2012).
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (June 21, 2012).
DAILY MONEY MARKET COMMENTS: The interbank market opened at the level of 11.90% and remained unchanged throughout the trading session. We are expecting discounting 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 11.70 11.75 11.80 11.85 11.78
2-Week 11.70 11.80 11.80 11.85 11.79
1-Month 11.70 11.75 11.80 11.85 11.78
2-Months 11.65 11.80 11.75 11.85 11.76
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 11.75 11.95 11.90 12.00 11.90
2-Week 11.80 11.95 11.90 12.00 11.91
1-Month 11.80 11.90 11.90 12.00 11.90
2-Months 11.75 11.95 11.90 12.00 11.90
3-Months 11.80 11.95 11.90 12.00 11.91
4-Months 11.80 11.90 11.90 11.95 11.89
5-Months 11.80 11.90 11.90 11.95 11.89
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 11.95 12.00
0.6-1.0 Years 12.10 12.15
1.1-1.5 Years 12.15 12.20
1.6-2.0 Years 12.45 12.50
2.1-2.5 Years 12.58 12.62
2.6-3.0 Years 12.60 12.63
3.1-3.5 Years 12.66 12.70
3.6-4.0 Years 12.95 12.98
4.1-4.5 Years 12.97 12.99
4.6-5.0 Years 12.97 13.00
5.1-5.5 Years 13.12 13.15
5.6-6.0 Years 13.15 13.18
6.1-6.5 Years 13.20 13.22
6.6-7.0 Years 13.22 13.24
7.1-7.5 Years 13.22 13.24
7.6-8.0 Years 12.23 12.25
8.1-8.5 Years 13.23 12.25
8.6-9.0 Years 13.25 13.28
9.1-9.5 Years 13.25 13.28
9.5-10.0 Years 13.27 13.29
15 Years 13.50 13.55
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 12.25 12.40
3 Months 12.30 12.50
6 Months 12.50 12.70
12 Months 12.65 12.85
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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 11.85 11.90
8-15 Days 11.88 11.93
16-30 Days 11.85 11.87
31-60 Days 11.87 11.90
61-90 Days 11.90 11.92
91-120 Days 11.91 11.93
121-180 Days 11.92 11.94
181-270 Days 11.93 11.95
271-365 Days 11.95 11.97
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Kerb Market FX Rate
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Currency Bid Offer
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GBP 147.5 148.5
USD 95.30 95.60
EUR 118.00 120.00
JPY 1.18 1.23
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