Print
Print edition: 2012-02-22
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (February 21, 2012).
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (February 21, 2012).
DAILY MONEY MARKET COMMENTS: The interbank market initiated within the range of 10.75% - 11.25%. Most of the deals were executed within the range of 11.00% - 11.25%. The market closed within the trading range of 10.50% - 11.00%.
=================================================================
Repo Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 10.75 11.50 11.00 11.75 11.25
1-Week 11.20 11.50 11.40 11.60 11.43
2-Week 11.40 11.65 11.65 11.75 11.61
1-Month 11.50 11.70 11.65 11.75 11.65
2-Months 11.60 11.80 11.75 11.85 11.75
3-Months 11.65 11.80 11.80 11.85 11.78
4-Months 11.65 11.80 11.80 11.85 11.78
5-Months 11.70 11.80 11.80 11.85 11.79
6-Months 11.75 11.80 11.80 11.85 11.80
9-Months 11.75 11.85 11.85 11.90 11.84
1-Year 11.80 11.90 11.80 11.90 11.85
=================================================================
Call Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 10.75 11.50 11.00 11.75 11.25
1-Week 11.30 11.70 11.60 11.80 11.60
2-Week 11.50 11.75 11.70 11.80 11.69
1-Month 11.65 11.85 11.80 11.90 11.80
2-Months 11.75 11.90 11.85 11.95 11.86
3-Months 11.75 11.90 11.85 11.95 11.86
4-Months 11.75 11.90 11.85 11.95 11.86
5-Months 11.75 11.90 11.85 11.95 11.86
6-Months 11.80 11.95 11.90 12.00 11.91
9-Months 11.85 11.95 11.90 12.00 11.93
1-Year 11.90 12.00 12.00 12.10 12.00
=================================================================
================================
PIB Secondary Market Data
--------------------------------
Maturity Yield Range
================================
0.1-0.5 Years 11.85 11.90
0.6-1.0 Years 11.90 11.95
1.1-1.5 Years 12.10 12.15
1.6-2.0 Years 12.25 12.30
2.1-2.5 Years 12.30 12.35
2.6-3.0 Years 12.40 12.44
3.1-3.5 Years 12.50 12.55
3.6-4.0 Years 12.55 12.60
4.1-4.5 Years 12.65 12.70
4.6-5.0 Years 12.80 12.85
5.1-5.5 Years 12.80 12.86
5.6-6.0 Years 12.82 12.86
6.1-6.5 Years 12.85 12.89
6.6-7.0 Years 12.86 12.90
7.1-7.5 Years 12.88 12.92
7.6-8.0 Years 12.94 12.98
8.1-8.5 Years 12.95 13.00
8.6-9.0 Years 12.96 13.00
9.1-9.5 Years 12.98 13.02
9.5--10.0 Years 12.98 13.02
15 Years 13.10 13.20
20 Years 13.20 13.25
30 Years 13.30 13.35
================================
Clean Deposit Market
--------------------------------
Tenor Range (% p a)
================================
1 Month 11.90 12.10
3 Months 12.10 12.30
6 Months 12.20 12.40
12 Months 12.25 12.50
================================
T-Bill Secondary Market Data
================================
3 Months, 6 Months &
================================
12 Months Instruments
================================
Days to Maturity Yield Range %
================================
0-7 Days 11.40 11.50
8-15 Days 11.55 11.60
16-30 Days 11.64 11.68
31-60 Days 11.65 11.70
61-90 Days 11.68 11.72
91-120 Days 11.76 11.80
121-180 Days 11.80 11.84
181-270 Days 11.88 11.91
271-365 Days 11.90 11.92
================================
Kerb Market FX Rate
--------------------------------
Currency Bid Offer
--------------------------------
GBP 143.90 144.90
USD 90.90 91.30
EUR 119.80 120.80
JPY 1.16 1.20
================================
More Stories
Comments
Comments are closed for this article.