Print
Print edition: 2011-12-24
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (December 23, 2011).
Money market report by Khadim Ali Shah Bukhari & Co on Friday (December 23, 2011).
DAILY MONEY MARKET COMMENTS: The market initiated within the range of 11.50%-11.75%. SBP conducted OMO for 7 days and injected [email protected]% against the total participation of PKR238bn. After OMO result the market touched its low of 11.50% and closed at this level.
=================================================================
Repo Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 11.25 11.90 11.50 11.90 11.64
1-Week 11.60 11.75 11.70 11.80 11.71
2-Week 11.60 11.80 11.80 11.85 11.76
1-Month 11.65 11.85 11.80 11.90 11.80
2-Months 11.70 11.85 11.80 11.90 11.81
3-Months 11.70 11.80 11.80 11.85 11.79
4-Months 11.70 11.75 11.80 11.85 11.78
5-Months 11.70 11.80 11.80 11.85 11.79
6-Months 11.65 11.75 11.80 11.85 11.76
9-Months 11.70 11.85 11.85 11.90 11.83
1-Year 11.70 11.85 11.85 11.90 11.83
=================================================================
Call Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 11.25 11.90 11.50 11.90 11.64
1-Week 11.65 11.90 11.85 12.00 11.85
2-Week 11.70 11.95 11.90 12.00 11.89
1-Month 11.70 11.90 11.90 12.00 11.88
2-Months 11.70 11.90 11.85 12.00 11.86
3-Months 11.80 11.90 11.85 12.00 11.89
4-Months 11.80 11.90 11.90 12.00 11.90
5-Months 11.85 11.90 11.90 12.00 11.91
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
=================================================================
================================
PIB Secondary Market Data
--------------------------------
Maturity Yield Range
================================
0.1-0.5 Year 12.00 12.05
0.6-1.0 Year 12.15 12.20
1.1-1.5 Year 12.30 12.35
1.6-2.0 Year 12.35 12.40
2.1-2.5 Year 12.40 12.45
2.6-3.0 Year 12.45 12.50
3.1-3.5 Year 12.54 12.58
3.6-4.0 Year 12.55 12.60
4.1-4.5 Year 12.70 12.75
4.6-5.0 Year 12.80 12.85
5.1-5.5 Year 12.80 12.85
5.6-6.0 Year 12.78 12.82
6.1-6.5 Year 12.78 12.82
6.6-7.0 Year 12.85 12.88
7.1-7.5 Year 12.82 12.87
7.6-8.0 Year 12.82 12.87
8.1-8.5 Year 12.80 12.85
8.6-9.0 Year 12.80 12.85
9.1-9.5 Year 12.78 12.85
9.510.0 Years 12.78 12.85
15 Years 13.00 13.10
20 Years 13.10 13.20
30 Years 13.15 13.25
================================
Clean Deposit Market
--------------------------------
Tenor Range (% p a)
================================
1 Month 12.25 12.40
3 Months 12.20 12.40
6 Months 12.30 12.50
12 Months 12.40 12.60
================================
T-Bill Secondary Market Data
================================
3 Months, 6 Months &
================================
12 Months Instruments
================================
Days to Maturity Yield Range %
================================
0-7 Days 11.80 11.85
8-15 Days 11.85 11.90
16-30 Days 11.90 11.94
31-60 Days 11.90 11.93
61-90 Days 11.88 11.90
91-120 Days 11.89 11.92
121-180 Days 11.91 11.95
181-270 Days 12.01 12.04
271-365 Days 12.02 12.06
================================
Kerb Market FX Rate
--------------------------------
Currency Bid Offer
--------------------------------
GBP 139 141
USD 89.10 89.50
EUR 117.00 119.00
JPY 1.13 1.18
================================
More Stories
Comments
Comments are closed for this article.