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Print edition: 2011-11-12
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (November 11, 2011).
Money market report by Khadim Ali Shah Bukhari & Co on Friday (November 11, 2011).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 11.75% - 11.90%. SBP announced OMO for 7 days and injected Rs [email protected]% against the total participation of Rs 370.6bn. Major trades were done within the range of 11.75% - 11.90%. The session closed at 11.75% - 11.90%.
For Monday it is expected that money market would trade at the level of 11.75% - 11.90%.
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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 11.75 11.90 11.80 11.90 11.84
1-Week 11.60 11.80 11.75 11.90 11.76
2-Week 11.65 11.75 11.75 11.85 11.75
1-Month 11.65 11.75 11.80 11.85 11.76
2-Months 11.65 11.80 11.80 11.90 11.79
3-Months 11.65 11.80 11.80 11.90 11.79
4-Months 11.65 11.80 11.80 11.85 11.78
5-Months 11.65 11.80 11.80 11.85 11.78
6-Months 11.65 11.80 11.80 11.85 11.78
9-Months 11.70 11.80 11.80 11.85 11.79
1-Year 11.75 11.85 11.85 11.90 11.84
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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 11.75 11.90 11.90 11.90 11.86
1-Week 11.70 11.85 11.90 12.00 11.86
2-Week 11.75 11.85 11.90 12.00 11.88
1-Month 11.70 11.90 11.85 12.00 11.86
2-Months 11.75 11.90 11.85 11.95 11.86
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 11.80 11.85
0.6-1.0 Years 11.90 11.95
1.1-1.5 Years 12.05 12.10
1.6-2.0 Years 12.05 12.10
2.1-2.5 Years 12.05 12.10
2.6-3.0 Years 12.08 12.12
3.1-3.5 Years 12.08 12.12
3.6-4.0 Years 12.18 12.20
4.1-4.5 Years 12.20 12.25
4.6-5.0 Years 12.25 12.30
5.1-5.5 Years 12.22 12.26
5.6-6.0 Years 12.20 12.25
6.1-6.5 Years 12.20 12.24
6.6-7.0 Years 12.20 12.24
7.1-7.5 Years 12.20 12.24
7.6-8.0 Years 12.18 12.22
8.1-8.5 Years 12.18 12.22
8.6-9.0 Years 12.16 12.20
9.1-9.5 Years 12.14 12.18
9.5-10.0 Years 12.12 12.16
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 12.20 12.40
6 Months 12.25 12.50
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 11.70 11.80
8-15 Days 11.75 11.80
16-30 Days 11.75 11.80
31-60 Days 11.72 11.76
61-90 Days 11.73 11.78
91-120 Days 11.74 11.78
121-180 Days 11.74 11.78
181-270 Days 11.83 11.85
271-365 Days 11.83 11.85
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Kerb Market FX Rate
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Currency Bid Offer
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GBP 137 138
USD 86.35 86.75
EUR 117.00 118.00
JPY 1.08 1.10
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