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Print edition: 2012-01-14
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (January 13, 2012).
Money market report by Khadim Ali Shah Bukhari & Co on Friday (January 13, 2012).
DAILY MONEY MARKET COMMENTS: The trading session opened with the top level of 11.90% but soon SBP conducted OMO for 7 days and injected [email protected]% against the total participation of PKR253bn. After the OMO result the market lost its momentum and most of the trades were executed within the range of 11.00%- 11.75%. The market closed at the level of 11.25%. SBP reported a discounting of PKR40bn yesterday.
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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 11.80 11.25 11.90 11.49
1-Week 11.40 11.65 11.60 11.70 11.59
2-Week 11.50 11.70 11.70 11.75 11.66
1-Month 11.55 11.70 11.70 11.75 11.68
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 11.00 11.80 11.25 11.90 11.49
1-Week 11.50 11.85 11.65 11.90 11.73
2-Week 11.65 11.85 11.80 11.95 11.81
1-Month 11.75 11.90 11.85 11.95 11.86
2-Months 11.75 11.85 11.85 11.90 11.84
3-Months 11.75 11.85 11.90 11.95 11.86
4-Months 11.70 11.85 11.90 11.95 11.85
5-Months 11.80 11.90 11.90 12.00 11.90
6-Months 11.80 11.90 11.90 12.00 11.90
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 11.95 12.00
1.6-2.0 Years 12.00 12.05
2.1-2.5 Years 12.02 12.08
2.6-3.0 Years 12.06 12.10
3.1-3.5 Years 12.25 12.30
3.6-4.0 Years 12.30 12.35
4.1-4.5 Years 12.45 12.50
4.6-5.0 Years 12.45 12.48
5.1-5.5 Years 12.52 12.54
5.6-6.0 Years 12.54 12.56
6.1-6.5 Years 12.55 12.60
6.6-7.0 Years 12.55 12.60
7.1-7.5 Years 12.54 12.58
7.6-8.0 Years 12.54 12.58
8.1-8.5 Years 12.54 12.58
8.6-9.0 Years 12.52 12.58
9.1-9.5 Years 12.50 12.54
9.5--10.0 Years 12.46 12.50
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 11.50 11.60
8-15 Days 11.55 11.60
16-30 Days 11.65 11.70
31-60 Days 11.68 11.71
61-90 Days 11.68 11.71
91-120 Days 11.70 11.73
121-180 Days 11.72 11.75
181-270 Days 11.78 11.82
271-365 Days 11.81 11.84
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Kerb Market FX Rate
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Currency Bid Offer
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GBP 140.50 141.50
USD 91.30 91.80
EUR 116.00 117.00
JPY 1.14 1.18
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