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Print 2009-11-05
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (November 04, 2009).
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (November 04, 2009).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 11.50%-11.75%. In Repo, major deals were done in the range of 12.00%-12.50%. Money Market closed at the level of 12.75%-12.90%. For Thursday it is expected that money market would trade at the level of 12.25%-12.75%.
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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 11.25 12.75 11.75 12.90 12.16
1-Week 11.90 12.25 12.20 12.35 12.18
2-Week 12.10 12.35 12.30 12.40 12.29
1-Month 12.10 12.40 12.25 12.45 12.30
2-Months 12.10 12.35 12.30 12.45 12.30
3-Months 12.15 12.40 12.30 12.45 12.33
4-Months 12.15 12.40 12.35 12.45 12.34
5-Months 12.15 12.40 12.35 12.45 12.34
6-Months 12.15 12.40 12.35 12.45 12.34
9-Months 12.25 12.45 12.35 12.50 12.39
1-Year 12.25 12.45 12.35 12.50 12.39
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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 11.50 12.80 11.75 12.90 12.24
1-Week 12.20 12.45 12.35 12.50 12.38
2-Week 12.20 12.45 12.35 12.45 12.36
1-Month 12.25 12.45 12.45 12.50 12.41
2-Months 12.30 12.65 12.45 12.75 12.54
3-Months 12.30 12.80 12.45 12.90 12.61
4-Months 12.35 12.80 12.60 12.90 12.66
5-Months 12.40 12.85 12.60 12.90 12.69
6-Months 12.45 12.90 12.60 13.00 12.74
9-Months 12.45 12.90 12.65 13.10 12.78
1-Year 12.45 12.90 12.70 13.25 12.83
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 12.45 12.50
0.6-1.0 Years 12.45 12.50
1.1-1.5 Years 12.45 12.50
1.6-2.0 Years 12.42 12.46
2.1-2.5 Years 12.44 12.48
2.6-3.0 Years 12.44 12.48
3.1-3.5 Years 12.44 12.48
3.6-4.0 Years 12.45 12.50
4.1-4.5 Years 12.45 12.50
4.6-5.0 Years 12.48 12.52
5.1-5.5 Years 12.50 12.55
5.6-6.0 Years 12.50 12.55
6.1-6.5 Years 12.55 12.60
6.6-7.0 Years 12.55 12.60
7.1-7.5 Years 12.55 12.60
7.6-8.0 Years 12.53 12.58
8.1-8.5 Years 12.52 12.58
8.6-9.0 Years 12.50 12.55
9.1-9.5 Years 12.50 12.55
9.5-10.0 Years 12.48 12.52
15 Years 13.00 13.20
20 Years 13.30 13.40
30 Years 13.40 13.50
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 12.60 12.75
3 Months 12.75 13.00
6 Months 12.75 13.10
12 Months 12.90 13.40
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T-Bill Secondary Market Data
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3 Months, 6 Months &
12 Months Instruments
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Days to Maturity Yield Range %
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0-7 Days 12.15-12.30
8-15 Days 12.25-12.35
16-30 Days 12.30-12.35
31-60 Days 12.30-12.35
61-90 Days 12.35-12.40
91-120 Days 12.40-12.45
121-180 Days 12.45-12.52
181-270 Days 12.50-12.56
271-365 Days 12.50-12.56
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Kerb Market FX Rate
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Currency Bid Offer
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USD 83.80 84.10
EUR 123.00 124.50
GBP 136.20 137.20
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