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Print edition: 2011-11-24
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (November 23, 2011).
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (November 23, 2011).
DAILY MONEY MARKET COMMENTS: Today market participated in pre-announced PIB auction. There is no change in over night rates due to shortage of funds and banks may approach to discount window to square their positions. Rs 2.5bn discounting was also witnessed yesterday.
For Thursday, it is expected that money market would trade at the level of 11.90%.
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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 11.95 11.91
1-Week 11.65 11.80 11.80 11.90 11.79
2-Week 11.65 11.75 11.80 11.85 11.76
1-Month 11.65 11.75 11.75 11.85 11.75
2-Months 11.65 11.75 11.75 11.85 11.75
3-Months 11.65 11.75 11.75 11.85 11.75
4-Months 11.65 11.75 11.75 11.85 11.75
5-Months 11.65 11.75 11.75 11.85 11.75
6-Months 11.65 11.80 11.80 11.85 11.78
9-Months 11.70 11.80 11.80 11.85 11.79
1-Year 11.75 11.85 11.85 11.90 11.84
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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 11.95 11.90 11.95 11.93
1-Week 11.65 11.90 11.85 12.00 11.85
2-Week 11.65 11.90 11.85 11.95 11.84
1-Month 11.70 11.90 11.85 12.00 11.86
2-Months 11.75 11.90 11.85 12.00 11.88
3-Months 11.80 11.90 11.90 11.95 11.89
4-Months 11.80 11.90 11.90 11.95 11.89
5-Months 11.80 11.90 11.90 12.00 11.90
6-Months 11.85 11.95 11.95 12.00 11.94
9-Months 11.85 12.00 12.00 12.10 11.99
1-Year 11.90 12.00 12.10 12.15 12.04
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 11.75 11.80
0.6-1.0 Years 11.85 11.90
1.1-1.5 Years 12.00 12.05
1.6-2.0 Years 12.05 12.10
2.1-2.5 Years 12.08 12.12
2.6-3.0 Years 12.10 12.14
3.1-3.5 Years 12.20 12.25
3.6-4.0 Years 12.30 12.35
4.1-4.5 Years 12.35 12.40
4.6-5.0 Years 12.36 12.40
5.1-5.5 Years 12.34 12.38
5.6-6.0 Years 12.26 12.28
6.1-6.5 Years 12.25 12.28
6.6-7.0 Years 12.25 12.27
7.1-7.5 Years 12.24 12.26
7.6-8.0 Years 12.24 12.26
8.1-8.5 Years 12.22 12.25
8.6-9.0 Years 12.21 12.25
9.1-9.5 Years 12.20 12.24
9.5-10.0 Years 12.20 12.24
15 Years 12.40 12.50
20 Years 12.50 12.60
30 Years 12.60 12.70
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 12.00 12.25
3 Months 12.20 12.40
6 Months 12.25 12.50
12 Months 12.25 12.50
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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 11.80 11.85
8-15 Days 11.75 11.80
16-30 Days 11.75 11.78
31-60 Days 11.70 11.73
61-90 Days 11.70 11.72
91-120 Days 11.74 11.76
121-180 Days 11.75 11.76
181-270 Days 11.81 11.83
271-365 Days 11.81 11.83
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Kerb Market FX Rate
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Currency Bid Offer
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GBP 137 138
USD 87.20 87.50
EUR 117.00 118.00
JPY 1.08 1.13
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