Print
Print edition: 2011-05-14
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (May 13, 2011).
Money market report by Khadim Ali Shah Bukhari & Co on Friday (May 13, 2011).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 11.75%-12.25%. Major deals were done in the range of 12.50% - 13.50%. Money Market closed at the level of 13.25% -13.50%. SBP announced OMO for 3 days and mopped up Rs 25.50Bln @ 12.08% against the totla participation of Rs 30Bln.
For Saturday it is expected that money market would trade within the levels of 13.00% - 13.75%.
=================================================================
Repo Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 12.00 13.75 12.25 13.90 12.98
1-Week 11.50 12.60 12.30 12.65 12.26
2-Week 11.70 12.65 12.50 12.75 12.40
1-Month 11.75 12.80 12.80 12.90 12.56
2-Months 12.40 12.90 12.85 13.00 12.79
3-Months 12.75 13.00 13.00 13.10 12.96
4-Months 12.90 13.10 13.10 13.20 13.08
5-Months 13.00 13.35 13.25 13.40 13.25
6-Months 13.20 13.35 13.30 13.40 13.31
9-Months 13.25 13.50 13.50 13.60 13.46
1-Year 13.40 13.60 13.50 13.65 13.54
=================================================================
Call Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 12.00 13.75 12.25 13.90 12.98
1-Week 11.75 12.60 12.30 12.70 12.34
2-Week 12.00 12.80 12.60 12.90 12.58
1-Month 12.40 12.90 12.85 13.00 12.79
2-Months 12.90 13.10 13.10 13.20 13.08
3-Months 13.10 13.25 13.20 13.35 13.23
4-Months 13.10 13.35 13.25 13.45 13.29
5-Months 13.25 13.45 13.35 13.55 13.40
6-Months 13.30 13.50 13.40 13.60 13.45
9-Months 13.50 13.65 13.60 13.70 13.61
1-Year 13.50 13.75 13.60 13.85 13.68
=================================================================
================================
PIB Secondary Market Data
--------------------------------
Maturity Yield Range
================================
0.1-0.5 Years 13.50 13.60
0.6-1.0 Years 13.60 13.70
1.1-1.5 Years 13.80 13.85
1.6-2.0 Years 13.85 13.90
2.1-2.5 Years 13.95 14.00
2.6-3.0 Years 13.98 14.02
3.1-3.5 Years 14.00 14.03
3.6-4.0 Years 14.02 14.05
4.1-4.5 Years 14.04 14.06
4.6-5.0 Years 14.04 14.06
5.1-5.5 Years 14.06 14.09
5.6-6.0 Years 14.06 14.09
6.1-6.5 Years 14.08 14.10
6.6-7.0 Years 14.08 14.10
7.1-7.5 Years 13.75 13.85
7.6-8.0 Years 13.75 13.85
8.1-8.5 Years 13.75 13.85
8.6-9.0 Years 14.10 14.13
9.1-9.5 Years 14.11 14.14
9.5-10.0 Years 14.11 14.14
15 Years 14.45 14.50
20 Years 14.60 14.65
30 Years 14.80 14.90
================================
Clean Deposit Market
--------------------------------
Tenor Range (% p a)
================================
1 Month 13.10 13.25
3 Months 13.30 13.50
6 Months 13.60 13.90
12 Months 13.90 13.20
================================
T-Bill Secondary Market Data
================================
3 Months, 6 Months &
================================
12 Months Instruments
================================
Days to Maturity Yield Range %
================================
0-7 Days 12.40 12.50
8-15 Days 12.50 12.60
16-30 Days 12.60 12.70
31-60 Days 12.65 12.75
61-90 Days 13.00 13.04
91-120 Days 13.15 13.20
121-180 Days 13.40 13.44
181-270 Days 13.60 13.65
271-365 Days 13.70 13.74
================================
Kerb Market FX Rate
--------------------------------
Currency Bid Offer
--------------------------------
USD 84.70 85.20
EUR 120.05 122.80
GBP 137.72 139.69
================================
More Stories
Comments
Comments are closed for this article.