Print
Print edition: 2011-12-27
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Monday (December 26, 2011).
Money market report by Khadim Ali Shah Bukhari & Co on Monday (December 26, 2011).
DAILY MONEY MARKET COMMENTS: The market initiated within the range of 11.65%-11.90% with most of the trades executed within the same range. SBP conducted OMO for 4 days and injected [email protected]% against the total participation of PKR24bn. After the OMO the market closed at the level of 11.75% after touching the high of 11.90% for a brief period.
=================================================================
Repo Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 11.50 11.90 11.60 11.90 11.73
1-Week 11.60 11.90 11.90 12.00 11.85
2-Week 11.70 11.85 11.75 11.90 11.80
1-Month 11.65 11.80 11.80 11.90 11.79
2-Months 11.65 11.85 11.80 11.90 11.80
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 11.50 11.90 11.60 12.10 11.78
1-Week 11.60 11.95 11.90 12.10 11.89
2-Week 11.70 11.90 11.90 12.05 11.89
1-Month 11.75 11.90 11.90 12.00 11.89
2-Months 11.75 11.90 11.85 12.00 11.88
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 Years 12.10 12.15
0.6-1.0 Years 12.25 12.30
1.1-1.5 Years 12.55 12.60
1.6-2.0 Years 12.60 12.65
2.1-2.5 Years 12.65 12.70
2.6-3.0 Years 12.70 12.75
3.1-3.5 Years 12.75 12.80
3.6-4.0 Years 12.78 12.82
4.1-4.5 Years 12.82 12.88
4.6-5.0 Years 12.82 12.88
5.1-5.5 Years 12.85 12.90
5.6-6.0 Years 12.85 12.90
6.1-6.5 Years 12.90 12.95
6.6-7.0 Years 12.90 12.95
7.1-7.5 Years 12.92 12.98
7.6-8.0 Years 12.92 12.98
8.1-8.5 Years 12.95 13.00
8.6-9.0 Years 12.95 13.00
9.1-9.5 Years 13.00 13.05
9.5-10.0 Years 13.00 13.05
15 Years 13.15 13.25
20 Years 13.20 13.30
30 Years 13.30 13.40
================================
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 11.90
8-15 Days 11.85 11.90
16-30 Days 11.85 11.90
31-60 Days 11.88 11.92
61-90 Days 11.90 11.95
91-120 Days 11.92 11.98
121-180 Days 11.95 11.99
181-270 Days 12.05 12.10
271-365 Days 12.08 12.12
================================
Kerb Market FX Rate
--------------------------------
Currency Bid Offer
--------------------------------
GBP 139.5 140
USD 89.50 89.90
EUR 117.00 118.00
JPY 1.14 1.16
================================
More Stories
Comments
Comments are closed for this article.