Print
Print 2012-09-29
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (September 28, 2012).
Money market report by Khadim Ali Shah Bukhari & Co on Friday (September 28, 2012).
DAILY MONEY MARKET COMMENTS: The interbank market initiated within the range of 10.00%-10.30%. SBP conducted OMO and injected Rs [email protected]% for 7 days against the total participation of Rs 621bn. After OMO, major trading was witnessed at the top level of 10.40% and closed at the same level. Yesterday there was discounting of Rs 50.3bn from SBP and we are expecting discounting 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 9.75 10.40 10.00 10.40 10.14
1-Week 9.80 10.30 10.20 10.35 10.16
2-Week 10.00 10.25 10.20 10.30 10.19
1-Month 10.10 10.25 10.15 10.30 10.20
2-Months 10.00 10.25 10.20 10.30 10.19
3-Months 10.00 10.20 10.10 10.25 10.14
4-Months 10.00 10.15 10.10 10.20 10.11
5-Months 10.00 10.15 10.10 10.20 10.11
6-Months 10.00 10.15 10.10 10.15 10.10
9-Months 10.00 10.15 10.10 10.15 10.10
1-Year 10.00 10.15 10.10 10.15 10.10
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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 9.75 10.40 10.10 10.45 10.18
1-Week 10.10 10.40 10.40 10.50 10.35
2-Week 10.15 10.40 10.35 10.50 10.35
1-Month 10.15 10.35 10.30 10.40 10.30
2-Months 10.15 10.35 10.25 10.40 10.29
3-Months 10.15 10.35 10.25 10.40 10.29
4-Months 10.15 10.35 10.25 10.40 10.29
5-Months 10.20 10.30 10.25 10.40 10.29
6-Months 10.20 10.35 10.25 10.40 10.30
9-Months 10.30 10.50 10.40 10.60 10.45
1-Year 10.35 10.50 10.50 10.65 10.50
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 10.05 10.10
0.6-1.0 Years 10.10 10.15
1.1-1.5 Years 10.15 10.20
1.6-2.0 Years 10.25 10.30
2.1-2.5 Years 10.40 10.45
2.6-3.0 Years 10.52 10.56
3.1-3.5 Years 10.65 10.70
3.6-4.0 Years 10.68 10.72
4.1-4.5 Years 10.82 10.88
4.6-5.0 Years 10.98 11.02
5.1-5.5 Years 11.00 11.05
5.6-6.0 Years 11.20 11.25
6.1-6.5 Years 11.25 11.30
6.6-7.0 Years 11.45 11.50
7.1-7.5 Years 11.48 11.52
7.6-8.0 Years 11.48 11.52
8.1-8.5 Years 11.48 11.52
8.6-9.0 Years 11.45 11.50
9.1-9.5 Years 11.45 11.50
9.5--10.0 Years 11.43 11.47
15 Years 11.90 12.00
20 Years 12.10 12.15
30 Years 12.15 12.20
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 10.50 10.75
3 Months 10.25 10.50
6 Months 10.40 10.60
12 Months 10.60 10.75
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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 10.35 10.40
8-15 Days 10.35 10.40
16-30 Days 10.32 10.38
31-60 Days 10.25 10.30
61-90 Days 10.08 10.12
91-120 Days 10.05 10.10
121-180 Days 10.03 10.08
181-270 Days 10.00 10.04
271-365 Days 9.98 10.01
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Kerb Market FX Rate
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Currency Bid Offer
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USD 94.8 95.1
EUR 122.00 123.00
GBP 153.00 154.00
JPY 1.20 1.22
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