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Print edition: 2012-02-25
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (February 24, 2012).
Money market report by Khadim Ali Shah Bukhari & Co on Friday (February 24, 2012).
DAILY MONEY MARKET COMMENTS: The interbank market initiated within the range of 11.60%-11.75%. SBP announced OMO for 7 days and injected Rs [email protected]% against the total participation of Rs 269bn. Most of the deals were executed at the level of 11.75% after touching the intraday high of 11.90%. The market closed within the trading range of 11.25%-11.50%.
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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 11.00 11.90 11.50 11.90 11.58
1-Week 11.50 11.70 11.60 11.75 11.64
2-Week 11.50 11.70 11.65 11.75 11.65
1-Month 11.55 11.75 11.65 11.80 11.69
2-Months 11.60 11.75 11.75 11.80 11.73
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
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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 11.00 11.90 11.50 11.90 11.58
1-Week 11.55 11.80 11.75 11.90 11.75
2-Week 11.55 11.85 11.75 11.90 11.76
1-Month 11.65 11.85 11.80 11.90 11.80
2-Months 11.70 11.90 11.80 11.95 11.84
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
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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 12.05 12.10
1.1-1.5 Years 12.20 12.25
1.6-2.0 Years 12.30 12.35
2.1-2.5 Years 12.35 12.40
2.6-3.0 Years 12.40 12.44
3.1-3.5 Years 12.50 12.55
3.6-4.0 Years 12.65 12.70
4.1-4.5 Years 12.75 12.80
4.6-5.0 Years 12.88 12.93
5.1-5.5 Years 12.88 12.93
5.6-6.0 Years 12.89 12.94
6.1-6.5 Years 12.90 12.94
6.6-7.0 Years 12.90 12.95
7.1-7.5 Years 12.94 12.98
7.6-8.0 Years 12.98 13.00
8.1-8.5 Years 12.98 13.00
8.6-9.0 Years 13.02 13.08
9.1-9.5 Years 13.05 13.10
9.5-10.0 Years 13.05 13.10
15 Years 13.25 13.35
20 Years 13.30 13.35
30 Years 13.40 13.45
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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 12.25 12.40
6 Months 12.25 12.50
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 11.45 11.50
8-15 Days 11.55 11.60
16-30 Days 11.60 11.65
31-60 Days 11.65 11.70
61-90 Days 11.65 11.70
91-120 Days 11.75 11.80
121-180 Days 11.81 11.84
181-270 Days 11.90 11.93
271-365 Days 11.91 11.94
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Kerb Market FX Rate
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Currency Bid Offer
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GBP 142.4 143.5
USD 90.90 91.30
EUR 120.50 121.50
JPY 1.12 1.16
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