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Print edition: 2011-12-01
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (November 30, 2011).
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (November 30, 2011).
DAILY MONEY MARKET COMMENTS: Today in first half 3, 6 & 1 year T -bill trading was seen in the range of 11.60%-11.65%, 11.65%-11.70% & 11.75%-11.80% respectively. PIB 10 year quoted between 11.95%-12.10%. Overnight was traded between 11.00%-11.75%. SBP maintained the discount rate at 12% for December -January
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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 10.75 11.60 11.25 11.75 11.34
1-Week 11.40 11.60 11.50 11.60 11.53
2-Week 11.50 11.60 11.70 11.75 11.64
1-Month 11.50 11.60 11.70 11.80 11.65
2-Months 11.60 11.75 11.70 11.80 11.71
3-Months 11.60 11.75 11.70 11.80 11.71
4-Months 11.60 11.75 11.75 11.80 11.73
5-Months 11.65 11.75 11.75 11.80 11.74
6-Months 11.65 11.75 11.80 11.85 11.76
9-Months 11.70 11.80 11.80 11.85 11.79
1-Year 11.70 11.80 11.80 11.85 11.79
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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 10.80 11.65 11.30 11.80 11.39
1-Week 11.45 11.65 11.55 11.65 11.58
2-Week 11.55 11.65 11.85 12.00 11.76
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 12.04 12.08
2.1-2.5 Years 12.00 12.10
2.6-3.0 Years 11.97 12.08
3.1-3.5 Years 12.00 12.09
3.6-4.0 Years 12.12 12.20
4.1-4.5 Years 12.15 12.21
4.6-5.0 Years 12.16 12.22
5.1-5.5 Years 12.17 12.22
5.6-6.0 Years 12.20 12.24
6.1-6.5 Years 12.20 12.24
6.6-7.0 Years 12.22 12.24
7.1-7.5 Years 12.18 12.25
7.6-8.0 Years 12.18 12.25
8.1-8.5 Years 12.18 12.25
8.6-9.0 Years 12.14 12.20
9.1-9.5 Years 12.05 12.13
9.5-10.0 Years 12.05 12.15
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 12.10 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 11.60 11.75
8-15 Days 11.60 11.75
16-30 Days 11.60 11.70
31-60 Days 11.60 11.65
61-90 Days 11.60 11.65
91-120 Days 11.65 11.68
121-180 Days 11.66 11.70
181-270 Days 11.75 11.78
271-365 Days 11.78 11.80
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Kerb Market FX Rate
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Currency Bid Offer
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GBP 137 139
USD 88.40 89.00
EUR 117.00 119.00
JPY 1.10 1.15
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