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Print 2009-11-18
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (November 17, 2009).
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (November 17, 2009).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 12.60% - 12.80%. In Repo, major deals were done in the range of 12.25% - 12.75%. Money Market closed at the level of 12.40% - 12.75%. For Wednesday it is expected that money market would trade at the level of 12.40% - 12.90%.
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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 11.90 12.75 12.00 12.90 12.39
1-Week 12.10 12.40 12.35 12.45 12.33
2-Week 12.10 12.45 12.35 12.50 12.35
1-Month 12.20 12.40 12.40 12.45 12.36
2-Months 12.20 12.35 12.30 12.40 12.31
3-Months 12.10 12.30 12.25 12.35 12.25
4-Months 12.00 12.30 12.25 12.35 12.23
5-Months 12.00 12.30 12.25 12.35 12.23
6-Months 11.90 12.30 12.25 12.35 12.20
9-Months 11.90 12.40 12.30 12.40 12.25
1-Year 11.90 12.40 12.30 12.40 12.25
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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 12.00 12.80 12.10 12.90 12.45
1-Week 12.20 12.50 12.30 12.60 12.40
2-Week 12.25 12.60 12.34 12.65 12.46
1-Month 12.25 12.60 12.45 12.70 12.50
2-Months 12.30 12.60 12.45 12.75 12.53
3-Months 12.30 12.60 12.45 12.75 12.53
4-Months 12.35 12.65 12.50 12.75 12.56
5-Months 12.40 12.70 12.50 12.85 12.61
6-Months 12.45 12.70 12.50 12.85 12.63
9-Months 12.45 12.75 12.55 12.90 12.66
1-Year 12.45 12.80 12.75 13.00 12.75
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 12.30 12.35
0.6-1.0 Years 12.25 12.32
1.1-1.5 Years 12.25 12.30
1.6-2.0 Years 12.25 12.30
2.1-2.5 Years 12.30 12.33
2.6-3.0 Years 12.30 12.33
3.1-3.5 Years 12.35 12.40
3.6-4.0 Years 12.35 12.40
4.1-4.5 Years 12.35 12.40
4.6-5.0 Years 12.38 12.42
5.1-5.5 Years 12.40 12.44
5.6-6.0 Years 12.42 12.46
6.1-6.5 Years 12.45 12.48
6.6-7.0 Years 12.45 12.48
7.1-7.5 Years 12.45 12.47
7.6-8.0 Years 12.38 12.44
8.1-8.5 Years 12.38 12.44
8.6-9.0 Years 12.40 12.45
9.1-9.5 Years 12.40 12.45
9.5-10.0 Years 12.40 12.45
15 Years 12.75 12.85
20 Years 13.10 13.20
30 Years 13.30 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 12.60 12.90
6 Months 12.65 12.95
12 Months 12.70 13.20
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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 12.35-12.45
8-15 Days 12.35-12.40
16-30 Days 12.28-12.32
31-60 Days 12.26-12.30
61-90 Days 12.25-12.30
91-120 Days 12.20-12.30
121-180 Days 12.26-12.32
181-270 Days 12.25-12.32
271-365 Days 12.25-12.30
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Kerb Market FX Rate
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Currency Bid Offer
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USD 83.35 83.75
EUR 123.50 125.00
GBP 137.20 138.70
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