Print
Print 2012-06-27
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (June 26, 2012).
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (June 26, 2012).
DAILY MONEY MARKET COMMENTS: The interbank market initiated at the level of 11.65% -11.75%, but most of the trades were executed within the range of 11.25% -11.50%. Eventually the trading session closed within the range of 10.50% -11.00%.
=================================================================
Repo Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 10.50 11.75 10.75 11.80 11.20
1-Week 11.60 11.90 11.75 11.95 11.80
2-Week 11.70 11.85 11.85 11.90 11.83
1-Month 11.65 11.80 11.75 11.85 11.76
2-Months 11.70 11.80 11.75 11.85 11.78
3-Months 11.70 11.80 11.80 11.85 11.79
4-Months 11.75 11.80 11.80 11.85 11.80
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
=================================================================
Call Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 10.50 11.80 10.75 11.85 11.23
1-Week 11.80 11.95 11.90 12.00 11.91
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
=================================================================
================================
PIB Secondary Market Data
--------------------------------
Maturity Yield Range
================================
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 12.40 12.45
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 12.99 13.02
4.6-5.0 Years 12.99 13.03
5.1-5.5 Years 13.12 13.15
5.6-6.0 Years 13.18 13.20
6.1-6.5 Years 13.22 13.24
6.6-7.0 Years 13.24 13.27
7.1-7.5 Years 13.24 13.27
7.6-8.0 Years 13.25 13.28
8.1-8.5 Years 13.26 13.28
8.6-9.0 Years 13.27 13.29
9.1-9.5 Years 13.28 13.30
9.5-10.0 Years 13.29 13.31
15 Years 13.50 13.55
20 Years 13.55 13.60
30 Years 13.65 13.70
================================
Clean Deposit Market
--------------------------------
Tenor Range (% p a)
================================
1 Month 12.25 12.40
3 Months 12.30 12.50
6 Months 12.50 12.70
12 Months 12.65 12.85
================================
T-Bill Secondary Market Data
================================
3 Months, 6 Months &
================================
12 Months Instruments
================================
Days to Maturity Yield Range %
================================
0-7 Days 11.85 11.90
8-15 Days 11.90 11.93
16-30 Days 11.88 11.92
31-60 Days 11.90 11.92
61-90 Days 11.89 11.91
91-120 Days 11.90 11.92
121-180 Days 11.93 11.95
181-270 Days 11.93 11.96
271-365 Days 11.95 11.97
================================
Kerb Market FX Rate
--------------------------------
Currency Bid Offer
--------------------------------
GBP 147.5 148.5
USD 95.80 96.20
EUR 118.00 120.00
JPY 1.18 1.23
================================
Comments
Comments are closed.