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Print 2012-08-11
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (August 10, 2012).
Money market report by Khadim Ali Shah Bukhari & Co on Friday (August 10, 2012).
DAILY MONEY MARKET COMMENTS: The interbank market initiated at the top level of 11.90% and remained unchanged throughout the trading session. SBP injected Rs 416.0bn against participation of Rs [email protected]% for 7 days. SBP reported a discounting of Rs 54.2bn yesterday and we are expecting discounting from SBP today as well.
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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 11.90 11.90 11.95 11.86
2-Week 11.40 11.65 11.65 11.75 11.61
1-Month 11.40 11.50 11.50 11.60 11.50
2-Months 11.30 11.60 11.60 11.65 11.54
3-Months 11.35 11.65 11.60 11.70 11.58
4-Months 11.40 11.65 11.65 11.70 11.60
5-Months 11.40 11.60 11.60 11.70 11.58
6-Months 11.40 11.60 11.60 11.70 11.58
9-Months 11.40 11.60 11.60 11.70 11.58
1-Year 11.45 11.65 11.65 11.70 11.61
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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 11.90 12.00 11.89
2-Week 11.50 11.75 11.70 11.80 11.69
1-Month 11.45 11.65 11.60 11.75 11.61
2-Months 11.40 11.65 11.65 11.75 11.61
3-Months 11.40 11.70 11.65 11.75 11.63
4-Months 11.45 11.75 11.70 11.80 11.68
5-Months 11.45 11.75 11.70 11.80 11.68
6-Months 11.45 11.75 11.70 11.80 11.68
9-Months 11.60 11.85 11.75 11.90 11.78
1-Year 11.65 11.90 11.75 11.95 11.81
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 11.60 11.65
0.6-1.0 Years 11.65 11.70
1.1-1.5 Years 11.75 11.85
1.6-2.0 Years 11.92 11.96
2.1-2.5 Years 11.92 11.96
2.6-3.0 Years 12.10 12.15
3.1-3.5 Years 12.25 12.30
3.6-4.0 Years 12.30 12.35
4.1-4.5 Years 12.35 12.40
4.6-5.0 Years 12.35 12.40
5.1-5.5 Years 12.35 12.40
5.6-6.0 Years 12.35 12.40
6.1-6.5 Years 12.40 12.45
6.6-7.0 Years 12.62 12.66
7.1-7.5 Years 12.62 12.66
7.6-8.0 Years 12.65 12.70
8.1-8.5 Years 12.65 12.70
8.6-9.0 Years 12.60 12.64
9.1-9.5 Years 12.60 12.64
9.5--10.0 Years 12.55 12.58
15 Years 12.90 13.00
20 Years 13.00 13.10
30 Years 13.15 13.20
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 11.90 12.10
3 Months 11.90 12.10
6 Months 11.90 12.15
12 Months 12.00 12.25
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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 11.90 11.95
8-15 Days 11.75 11.85
16-30 Days 11.60 11.70
31-60 Days 11.50 11.55
61-90 Days 11.40 11.44
91-120 Days 11.45 11.50
121-180 Days 11.45 11.48
181-270 Days 11.52 11.56
271-365 Days 11.52 11.56
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Kerb Market FX Rate
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Currency Bid Offer
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USD 94 94.35
EUR 116.00 117.00
GBP 146.30 147.30
JPY 1.19 1.21
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