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Print edition: 2011-12-02
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (December 01, 2011).
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (December 01, 2011).
DAILY MONEY MARKET COMMENTS: PIBs yield appreciated as there was no change in discount rate in the monetary policy yesterday. 10 year bond traded at 12.60% while 6month & 1 year T -bill were quoted between 11.79%-11.84% and 11.86%-11.92% respectively, although cut -off yields had declined by 07bp to 14bp in the T -bill auction yesterday. Due to liquidity crunch overnight rates stood at 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 11.90 11.90
1-Week 11.75 11.90 11.90 11.90 11.86
2-Week 11.75 11.90 11.85 11.90 11.85
1-Month 11.60 11.80 11.85 11.90 11.79
2-Months 11.65 11.80 11.80 11.85 11.78
3-Months 11.65 11.75 11.80 11.85 11.76
4-Months 11.65 11.75 11.80 11.85 11.76
5-Months 11.70 11.80 11.80 11.85 11.79
6-Months 11.65 11.75 11.80 11.85 11.76
9-Months 11.70 11.85 11.85 11.90 11.83
1-Year 11.70 11.85 11.85 11.90 11.83
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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 11.85 11.95 11.90 12.00 11.93
2-Week 11.85 11.95 11.90 12.00 11.93
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 11.90 11.95
0.6-1.0 Years 11.95 12.00
1.1-1.5 Years 12.15 12.20
1.6-2.0 Years 12.25 12.30
2.1-2.5 Years 12.25 12.30
2.6-3.0 Years 12.30 12.35
3.1-3.5 Years 12.40 12.45
3.6-4.0 Years 12.45 12.50
4.1-4.5 Years 12.50 12.55
4.6-5.0 Years 12.52 12.56
5.1-5.5 Years 12.50 12.55
5.6-6.0 Years 12.50 12.55
6.1-6.5 Years 12.55 12.60
6.6-7.0 Years 12.55 12.60
7.1-7.5 Years 12.54 12.58
7.6-8.0 Years 12.54 12.58
8.1-8.5 Years 12.55 12.60
8.6-9.0 Years 12.55 12.60
9.1-9.5 Years 12.55 12.60
9.5-10.0 Years 12.55 12.60
15 Years 12.70 12.80
20 Years 12.80 12.90
30 Years 12.90 13.00
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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 12.10 12.40
6 Months 12.20 12.40
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 11.85 11.95
8-15 Days 11.80 11.90
16-30 Days 11.75 11.85
31-60 Days 11.74 11.78
61-90 Days 11.70 11.74
91-120 Days 11.78 11.82
121-180 Days 11.80 11.84
181-270 Days 11.88 11.92
271-365 Days 11.90 11.92
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Kerb Market FX Rate
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Currency Bid Offer
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GBP 138.50 139.00
USD 88.50 88.90
EUR 118.50 119.00
JPY 1.10 1.15
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