MONITORING & SURVEILLANCE WING

SECURITIES MARKET DIVISION

Daily Market Report

September 15, 2011
Stock Market Summary
KSE

LSE

15-Sep-11
11,302.22
5.20
11,365.43
11,291.70
73.73
54.11
5.63
3,002.36
2.73
0.50
1.26
43.76
143
112
82

Index
Change
Intra Day High
Intra Day Low
Index Band
Ready Turnover (Shares. In Mln)
Future Turnover (Shares. In Mln)
Market. Cap (Rs. In Bln)
Ready Traded Value (Rs. In Bln)
Future Traded Value (Rs. In Bln)
Open Interest Future (Rs. In Bln)
Number of Trades (in 000)
Gainers
Losers
Equal

14-Sep-11
11,297.02
32.59
11,331.03
11,223.03
108.00
75.73
5.63
2,991.52
3.11
0.50
1.26
45.80
114
123
99

15-Sep-11
2,931.49
20.48
2,955.74
2,911.01
44.73
1.58
2,864.32
0.04
0.98
21
16
68

ISE
14-Sep-11
2,911.01
16.28
2,919.86
2,892.63
27.23
1.66
2,857.22
0.05
0.98
20
18
66

15-Sep-11
2,458.01
8.65
2,466.47
2,447.76
18.71
0.02
174.89
0.00
0.01
2
1
1

14-Sep-11
2,449.36
27.65
2,449.36
2,436.69
12.67
0.03
347.25
0.00
0.02
3
4
0

Top 5 Volume Leaders

KSE
Name
FFBL
AHCL
LOTPTA
HUBC
FATIMA

LSE

Volume
8,140,027
5,950,859
3,502,276
3,252,180
2,742,541

Open Price
51.67
26.78
12.78
39.98
17.17

Close Price
52.75
27.68
12.80
40.26
17.28

Name
LOTPTA
NBP
FFBL
ATRL
SILK

Volume
614,000
210,029
96,687
87,297
70,606

ISE
Open Price
13.29
44.77
49.65
110.11
2.04

Close Price
12.77
44.40
51.94
112.49
2.06

Top 10 Index Drivers

Name
FATIMA
ENGRO
POL
UBL
0

Volume
14,200
2,000
2,000
3
0

Open Price
17.17
133.11
367.50
58.25
0.00

Close Price
17.33
135.51
363.40
58.25
0.00

Future Market (KSE)

KSE - 100

Volume Leaders

Open Interest

Name

Volume

Index Points

Close Price

Name

Volume

Open Price

Close Price

Name

Volume

PPL
ENGRO
HBL
MARI
NBP
MCB
ABL
SSGS
ULEVER
SCBPL

315,400
2,722,861
28,250
52,006
2,077,404
255,092
163,505
162,935
20
15,147

3.88
3.73
1.86
1.63
1.59
1.51
1.41
(2.93)
(3.70)
(4.93)

208.27
135.35
117.51
113.48
44.60
174.82
60.50
23.51
5,233.83
7.14

FFBL-SEP
ENGRO-SEP
NBP-SEP
ATRL-SEP
POL-SEP
AHCL-SEP
DGKC-SEP
PSO-SEP
LOTPTA-SEP
FFC-SEP

2,310,000
823,500
581,500
348,500
264,000
255,500
171,000
166,500
164,000
159,500

52.07
132.05
44.64
113.02
366.60
26.79
20.44
239.33
12.86
157.55

53.00
134.25
44.71
111.54
365.12
27.85
20.65
238.83
12.84
157.66

ENGRO-SEP
POL-SEP
FFBL-SEP
NBP-SEP
LUCK-SEP
ATRL-SEP
FFC-SEP
DGKC-SEP
PSO-SEP
MCB-SEP

2,026,500
563,000
2,077,000
2,464,500
1,507,000
665,500
420,500
3,030,500
229,500
264,000

Value
Rs. In Million
257.41
201.40
107.27
104.17
103.33
78.89
66.12
62.63
53.72
45.89

Intraday Circuit Breakers

KSE

LSE

15-Sep-11
18
12

Upper
Lower

14-Sep-11
17
18

ISE

15-Sep-11
2
1

14-Sep-11
2
1

15-Sep-11
0
0

14-Sep-11
0
0

Top 5 Gainers and Losers (KSE)

Gainers
Name
SIEM
NESTLE
BHAT
COLG
SAPL

Volume
19
44
40
4
1,877

Losers
Price Change
41.00
23.21
12.05
11.96
6.50

Close Price
874.00
3,463.99
253.35
610.00
153.50

Name
UPFL
RMPL
IDYM
ULEVER
ILTM

Volume
43
108
1,309
20
7

Price Change
(85.36)
(60.00)
(14.75)
(9.67)
(9.63)

Close Price
1,651.00
2,700.00
331.00
5,292.00
183.08

Margin Trading System

September 14, 2011
MTS Trading Data

Volume Leaders

Current Day Turnover (Shares in mln)

Current Day Value (Rs. in mln)
MTS open Position (Rs in mln)
MTS Release Position (Rs in mln)
MTS unrelease Position (Rs in mln)
Avg Rate

4.563

Name

Volume

72.056
219.22
14.61
147.02
17.87%

BAFL
LOTPTA
PAKRI
FFBL
ATRL

2,290,453
1,334,468
308,577
247,000
124,552

Open Interest

Value
Rs. In Million
17.25
12.77
3.13
9.64
10.42

Avg Rate

Scrip

Volume

16.68%
18.00%
17.21%
16.96%
16.42%

ENGRO
BAFL
LOTPTA
POL
ATRL

528,878
4,768,868
2,165,645
58,974
191,391

Value
Rs. In Million
51.05
35.54
20.32
16.12
15.99

Commodity Prices
Pakistan Mercantile Exchnage
September 14, 2011

International Commodity Prices

Contract Name

Price

Change in Price

Contract Name

Number of
Contracts

Settlement
Price

Open Interest (Contracts)

Gold 100 OZ (USD/t oz)

COTTON (USd/lb)
SUGAR WORLD (USd/lb)
WTI CRUDE (USD/bbl)
SLIVER (USD/t oz)

1,804.22
114.75
28.21
89.38
40.45

(22.30)
1.08
0.09
0.47
(0.09)

GO1OZ (NO11)
GO1OZ (DE11)
GO1OZ (OC11)
CRUDE10 (NO11)
SL100OZ (DE11)

5,207
2,731
3,280
706
379

1,821.60
1,822.80
1,820.40
88.68
40.78

4,080
1,769
1,065
233
182

WORLD INDICES
Index

Level

SCRA POSITION

11,302.22
16,876.50
1,036.21
670.53
1,430.93
11,246.70
1,188.68
2,572.55
5,327.27
8,668.86
19,181.50

KSE 100
SENSEX 30-BSE
SET-THAILAND
SES All-S`PORE
FTSE Bursa MALAYSIA
DOW JONES
S&P 500 INDEX
NASDAQ COMP
FTSE 100 INDEX
NIKKEI 225
HANG SENG-HK

Daily Position of Special Convertible Rupee Accounts (USD in Million)

September 13, 2011

YTD Change
-5.99%
-17.71%
0.33%
-15.43%
-5.79%
-2.79%
-5.50%
-3.40%
-10.24%
-15.25%
-16.73%

Inflow

Outflow

Net

Current Month

Total Yearly
(July 2011 to-date)

0.65

(5.17)

(4.52)

(8.77)

(80.04)

Portfolio Investment
September 14, 2011
Net Buy/Sell

Investors' Type

Gross Buy
Rs. In Million

Gross Sell
Rs. In Million

Rs. In Million

USD in Million

Foreigners
Individuals
Companies
Banks/DFI
NBFC
Mutual Funds
Others

369.03
1,900.12
1,908.03
388.98
45.81
53.22
134.86

(145.48)
(1,863.06)
(1,540.85)
(914.28)
(75.65)
(204.56)
(56.19)

223.55
37.06
367.18
(525.31)
(29.84)
(151.34)
78.67

2.60
0.43
4.27
(6.11)
(0.35)
(1.76)
0.91

Exchnage Rates
US Dollar (PKR/$)
UK Pound (PKR/)
Euro (PKR/)

87.50
137.83
119.14

Money Market Rates

T-Bills (Six Months)
KIBOR (Six Months)
Data Source:
Karachi Stock Exchange, Lahore Stock Exchange, Islamabad Sock Exchange
State Bank of Pakistan
National Clearing Company of Pakistan Limited
www.bloomberg.com
Pakistan Mercantile Exchnage
Business Recorder

13.30%
13.40%