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Print 2009-12-31
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (December 30, 2009).
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (December 30, 2009).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 10.50% - 11.00%. In Repo, major deals were done in the range of 11.25% - 12.25%. Money Market closed at the level of 12.00% - 12.25%. For Thursday it is expected that money market would trade at the level of 12.10% - 12.40%.
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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 10.50 12.25 10.75 12.40 11.48
1-Week 11.75 12.20 12.00 12.30 12.06
2-Week 11.75 12.10 12.00 12.15 12.00
1-Month 11.90 12.00 12.00 12.10 12.00
2-Months 11.90 12.05 12.00 12.15 12.03
3-Months 11.85 12.05 12.00 12.15 12.01
4-Months 11.85 12.05 12.00 12.15 12.01
5-Months 11.90 12.05 12.00 12.15 12.03
6-Months 11.90 12.10 12.00 12.15 12.04
9-Months 11.90 12.10 12.00 12.15 12.04
1-Year 11.90 12.10 12.10 12.20 12.08
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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 12.25 11.25 12.40 11.73
1-Week 12.00 12.25 12.10 12.40 12.19
2-Week 12.00 12.20 12.15 12.25 12.15
1-Month 12.10 12.30 12.25 12.40 12.26
2-Months 12.10 12.35 12.15 12.40 12.25
3-Months 12.10 12.25 12.15 12.30 12.20
4-Months 12.10 12.25 12.15 12.30 12.20
5-Months 12.10 12.30 12.20 12.35 12.24
6-Months 12.15 12.30 12.25 12.35 12.26
9-Months 12.15 12.40 12.35 12.45 12.34
1-Year 12.25 12.45 12.40 12.50 12.40
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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 12.35 12.40
1.1-1.5 Years 12.35 12.40
1.6-2.0 Years 12.40 12.45
2.1-2.5 Years 12.40 12.45
2.6-3.0 Years 12.40 12.45
3.1-3.5 Years 12.40 12.45
3.6-4.0 Years 12.50 12.55
4.1-4.5 Years 12.50 12.55
4.6-5.0 Years 12.55 12.60
5.1-5.5 Years 12.60 12.65
5.6-6.0 Years 12.60 12.65
6.1-6.5 Years 12.65 12.70
6.6-7.0 Years 12.68 12.74
7.1-7.5 Years 12.70 12.74
7.6-8.0 Years 12.70 12.74
8.1-8.5 Years 12.68 12.73
8.6-9.0 Years 12.68 12.73
9.1-9.5 Years 12.68 12.73
9.5-10.0 Years 12.63 12.67
15 Years 12.80 12.90
20 Years 13.00 13.20
30 Years 13.15 13.30
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 12.40 12.60
3 Months 12.50 12.70
6 Months 12.60 12.90
12 Months 12.60 13.00
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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 12.00-12.10
8-15 Days 12.05-12.15
16-30 Days 12.05-12.15
31-60 Days 12.10-12.15
61-90 Days 12.10-12.15
91-120 Days 12.15-12.18
121-180 Days 12.15-12.18
181-270 Days 12.15-12.20
271-365 Days 12.15-12.20
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Kerb Market FX Rate
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Currency Bid Offer
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USD 84.05 84.25
EUR 120.35 120.64
GBP 133.55 133.86
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