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Print 2011-05-15
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (May 14, 2011).
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (May 14, 2011).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 13.00% - 13.50%. Major deals were done in the range of 13.50% - 13.75%. Money Market closed at the level of 13.50% - 13.90%.
For Monday it is expected that money market would trade within the levels of 13.25% - 13.90%.
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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 13.00 13.75 13.50 13.90 13.54
1-Week 11.50 12.75 12.80 12.90 12.49
2-Week 11.70 12.75 12.85 12.90 12.55
1-Month 11.75 12.85 12.85 12.95 12.60
2-Months 12.40 13.00 12.90 13.10 12.85
3-Months 12.75 13.05 13.00 13.15 12.99
4-Months 12.90 13.10 13.10 13.20 13.08
5-Months 13.00 13.35 13.25 13.40 13.25
6-Months 13.20 13.35 13.30 13.40 13.31
9-Months 13.25 13.50 13.50 13.60 13.46
1-Year 13.40 13.60 13.50 13.65 13.54
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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 13.00 13.75 13.50 13.90 13.54
1-Week 11.75 12.80 12.85 12.95 12.59
2-Week 12.00 12.90 12.90 13.00 12.70
1-Month 12.40 13.00 12.90 13.10 12.85
2-Months 12.90 13.10 13.10 13.20 13.08
3-Months 13.10 13.25 13.20 13.35 13.23
4-Months 13.10 13.35 13.25 13.45 13.29
5-Months 13.25 13.45 13.35 13.55 13.40
6-Months 13.30 13.50 13.40 13.60 13.45
9-Months 13.50 13.65 13.60 13.70 13.61
1-Year 13.50 13.75 13.60 13.85 13.68
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 13.50 13.60
0.6-1.0 Years 13.60 13.70
1.1-1.5 Years 13.80 13.85
1.6-2.0 Years 13.85 13.90
2.1-2.5 Years 13.95 14.00
2.6-3.0 Years 13.98 14.02
3.1-3.5 Years 14.00 14.03
3.6-4.0 Years 14.02 14.05
4.1-4.5 Years 14.04 14.06
4.6-5.0 Years 14.04 14.06
5.1-5.5 Years 14.06 14.09
5.6-6.0 Years 14.06 14.09
6.1-6.5 Years 14.08 14.10
6.6-7.0 Years 14.08 14.10
7.1-7.5 Years 13.75 13.85
7.6-8.0 Years 13.75 13.85
8.1-8.5 Years 14.08 14.10
8.6-9.0 Years 14.08 14.10
9.1-9.5 Years 14.09 14.11
9.5-10.0 Years 14.09 14.11
15 Years 14.45 14.50
20 Years 14.60 14.65
30 Years 14.80 14.90
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FIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years N/A N/A
0.6-1.0 Years N/A N/A
1.1-1.5 Years N/A N/A
1.6-2.0 Years N/A N/A
2.1-2.5 Years N/A N/A
2.6-3.0 Years N/A N/A
3.1-3.5 Years N/A N/A
3.6-4.0 Years N/A N/A
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 13.20 13.40
3 Months 13.30 13.50
6 Months 13.60 13.90
12 Months 13.90 13.20
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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 12.75 12.85
8-15 Days 12.80 12.90
16-30 Days 12.80 12.90
31-60 Days 12.90 13.00
61-90 Days 13.00 13.05
91-120 Days 13.20 13.25
121-180 Days 13.38 13.46
181-270 Days 13.60 13.65
271-365 Days 13.70 13.75
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Kerb Market FX Rate
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Currency Bid Offer
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USD 84.70 85.20
EUR 120.05 122.80
GBP 137.72 139.69
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