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Print edition: 2012-01-10
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Monday (January 09, 2012).
Money market report by Khadim Ali Shah Bukhari & Co on Monday (January 09, 2012).
DAILY MONEY MARKET COMMENTS: The trading in today's session was witnessed within the range of 11.75%-11.90%. SBP conducted OMO for 4 days and 11 days and injected Rs [email protected]% (in 4 days) against the total participation of Rs 3.00bn and Rs [email protected]% against the same participation of Rs 16.5bn respectively. Most of the deals were done within the range of 11.75%-11.90% after the OMO result. The market closed at the level of 11.90%. SBP reported a discounting (12.00%) of PKR3.5bn on Friday.
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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 11.50 11.90 11.75 11.90 11.76
1-Week 11.50 11.75 11.65 11.80 11.68
2-Week 11.60 11.75 11.75 11.80 11.73
1-Month 11.65 11.75 11.75 11.85 11.75
2-Months 11.65 11.75 11.75 11.85 11.75
3-Months 11.65 11.75 11.75 11.85 11.75
4-Months 11.65 11.75 11.75 11.85 11.75
5-Months 11.70 11.80 11.80 11.85 11.79
6-Months 11.70 11.80 11.80 11.85 11.79
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 11.50 11.90 11.75 11.90 11.76
1-Week 11.60 11.80 11.75 11.85 11.75
2-Week 11.65 11.85 11.80 11.90 11.80
1-Month 11.70 11.85 11.80 11.90 11.81
2-Months 11.70 11.85 11.80 11.90 11.81
3-Months 11.70 11.85 11.85 11.90 11.83
4-Months 11.70 11.85 11.85 11.90 11.83
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 12.10 12.15
1.6-2.0 Years 12.10 12.15
2.1-2.5 Years 12.15 12.20
2.6-3.0 Years 12.15 12.20
3.1-3.5 Years 12.28 12.32
3.6-4.0 Years 12.35 12.40
4.1-4.5 Years 12.45 12.50
4.6-5.0 Years 12.58 12.62
5.1-5.5 Years 12.60 12.64
5.6-6.0 Years 12.60 12.65
6.1-6.5 Years 12.60 12.65
6.6-7.0 Years 12.62 12.66
7.1-7.5 Years 12.62 12.67
7.6-8.0 Years 12.64 12.68
8.1-8.5 Years 12.60 12.64
8.6-9.0 Years 12.58 12.63
9.1-9.5 Years 12.58 12.62
9.5-10.0 Years 12.55 12.60
15 Years 12.90 13.00
20 Years 13.00 13.10
30 Years 13.10 13.20
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 11.90 12.10
3 Months 12.10 12.30
6 Months 12.25 12.40
12 Months 12.30 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 11.80 11.85
8-15 Days 11.75 11.80
16-30 Days 11.72 11.78
31-60 Days 11.75 11.80
61-90 Days 11.75 11.80
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 11.93
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Kerb Market FX Rate
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Currency Bid Offer
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GBP 140.5 141.5
USD 91.20 91.70
EUR 116.30 117.50
JPY 1.17 1.20
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