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Print edition: 2011-12-31
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (December 30, 2011).
Money market report by Khadim Ali Shah Bukhari & Co on Friday (December 30, 2011).
DAILY MONEY MARKET COMMENTS: The market initiated within the range of 11.90%, and most of the deals were done on the same rate. SBP conducted OMO for 7 days and injected [email protected]% against the total participation of PKR223bn. The market closed at the level of 11.50% due to excess liquidity in the market. SBP reported a floor (9.00%) of PKR92.850bn yesterday.
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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 11.25 11.90 11.50 11.90 11.64
1-Week 11.40 11.85 11.60 11.90 11.69
2-Week 11.50 11.80 11.80 11.90 11.75
1-Month 11.65 11.85 11.85 11.90 11.81
2-Months 11.65 11.85 11.80 11.90 11.80
3-Months 11.70 11.80 11.80 11.85 11.79
4-Months 11.70 11.75 11.80 11.85 11.78
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 11.25 11.90 11.50 11.90 11.64
1-Week 11.50 12.00 11.80 12.10 11.85
2-Week 11.70 12.00 11.90 12.10 11.93
1-Month 11.75 11.90 11.90 12.00 11.89
2-Months 11.75 11.90 11.85 12.00 11.88
3-Months 11.80 11.90 11.85 12.00 11.89
4-Months 11.80 11.90 11.90 12.00 11.90
5-Months 11.85 11.90 11.90 12.00 11.91
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 12.10 12.15
0.6-1.0 Years 12.20 12.25
1.1-1.5 Years 12.45 12.50
1.6-2.0 Years 12.45 12.50
2.1-2.5 Years 12.60 12.65
2.6-3.0 Years 12.65 12.70
3.1-3.5 Years 12.75 12.80
3.6-4.0 Years 12.78 12.82
4.1-4.5 Years 12.82 12.88
4.6-5.0 Years 12.82 12.88
5.1-5.5 Years 12.85 12.90
5.6-6.0 Years 12.85 12.90
6.1-6.5 Years 12.90 12.95
6.6-7.0 Years 12.90 12.95
7.1-7.5 Years 12.92 12.98
7.6-8.0 Years 12.92 12.98
8.1-8.5 Years 12.94 12.98
8.6-9.0 Years 12.99 12.03
9.1-9.5 Years 12.99 13.03
9.5-10.0 Years 12.98 13.02
15 Years 13.20 13.25
20 Years 13.25 13.30
30 Years 13.35 13.40
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 12.25 12.40
3 Months 12.20 12.40
6 Months 12.30 12.50
12 Months 12.40 12.60
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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 11.90
8-15 Days 11.90 11.95
16-30 Days 11.90 11.95
31-60 Days 11.88 11.92
61-90 Days 11.88 11.94
91-120 Days 11.95 11.98
121-180 Days 11.98 12.02
181-270 Days 12.02 12.05
271-365 Da s 12.04 12.07
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Kerb Market FX Rate
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Currency Bid Offer
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GBP 138 140
USD 89.90 90.10
EUR 116.00 117.00
JPY 01.13 1.18
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