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Print edition: 2011-02-23
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (February 22, 2011).
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (February 22, 2011).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 11.75% - 12.00%. In Repo, major deals were done in the range of 11.75% - 13.25%. Money Market closed at the level of 13.50% - 13.75%. SBP announced OMO for 2 days and Mopped up PKR 14 bln @ 12.05% out of total participation of PKR 19 billion.
For Wednesday it is expected that money market would trade within the levels of 13.00% - 13.75%.
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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 11.60 13.90 11.75 13.90 12.79
1-Week 11.70 12.70 12.60 12.80 12.45
2-Week 11.80 12.85 12.75 12.90 12.58
1-Month 12.05 12.85 12.80 12.95 12.66
2-Months 12.50 13.15 13.15 13.25 13.01
3-Months 12.90 13.20 13.20 13.30 13.15
4-Months 13.00 13.30 13.25 13.35 13.23
5-Months 13.20 13.45 13.40 13.50 13.39
6-Months 13.35 13.50 13.45 13.55 13.46
9-Months 13.40 13.60 13.50 13.65 13.54
1-Year 13.45 13.60 13.55 13.65 13.56
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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 11.60 13.90 11.75 13.90 12.79
1-Week 12.00 12.80 12.65 12.90 12.59
2-Week 12.40 12.90 12.80 13.00 12.78
1-Month 12.60 13.00 12.90 13.10 12.90
2-Months 12.90 13.35 13.30 13.40 13.24
3-Months 13.10 13.60 13.40 13.70 13.45
4-Months 13.25 13.65 13.45 13.75 13.53
5-Months 13.40 13.70 13.50 13.75 13.59
6-Months 13.50 13.75 13.70 13.90 13.71
9-Months 13.60 13.80 13.75 13.95 13.78
1-Year 13.50 13.90 13.80 14.00 13.80
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 13.75 13.80
0.6-1.0 Years 13.90 13.95
1.1-1.5 Years 14.00 14.10
1.6-2.0 Years 14.10 14.15
2.1-2.5 Years 14.10 14.15
2.6-3.0 Years 14.10 14.15
3.1-3.5 Years 14.15 14.18
3.6-4.0 Years 14.16 14.18
4.1-4.5 Years 14.18 14.20
4.6-5.0 Years 14.18 14.20
5.1-5.5 Years 14.20 14.22
5.6-6.0 Years 14.20 14.22
6.1-6.5 Years 14.24 14.26
6.6-7.0 Years 14.24 14.26
7.1-7.5 Years 14.24 14.26
7.6-8.0 Years 14.23 14.25
8.1-8.5 Years 14.22 14.24
8.6-9.0 Years 14.22 14.24
9.1-9.5 Years 14.18 14.22
9.5-10.0 Years 14.18 14.22
15 Years 14.50 14.55
20 Years 14.65 14.70
30 Years 14.75 14.80
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 13.15 13.25
3 Months 13.50 13.90
6 Months 13.75 14.00
12 Months 13.90 14.20
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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 12.60 12.75
8-15 Days 12.80 12.90
16-30 Days 12.90 12.95
31-60 Days 13.10 13.15
61-90 Days 13.28 13.32
91-120 Days 13.45 13.50
121-180 Days 13.58 13.64
181-270 Days 13.62 13.68
271-365 Days 13.75 13.80
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Kerb Market FX Rate
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Currency Bid Offer
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USD 85.30 85.80
EUR 114.95 116.79
GBP 138.85 138.30
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