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Print 2011-10-20
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (October 19, 2011).
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (October 19, 2011).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 11.90%. Major trades were done within the range of 11.90% - 11.95%. The session closed at 11.90%.
For Thursday it is expected that money market would trade at the level of 11.90%.
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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 11.90 11.90 11.90 11.90
1-Week 11.80 11.85 11.90 11.90 11.86
2-Week 11.80 11.90 11.90 11.95 11.89
1-Month 11.80 11.90 11.90 11.95 11.89
2-Months 11.75 11.85 11.85 11.90 11.84
3-Months 11.75 11.85 11.85 11.90 11.84
4-Months 11.70 11.80 11.85 11.90 11.81
5-Months 11.65 11.80 11.80 11.85 11.78
6-Months 11.65 11.75 11.80 11.85 11.76
9-Months 11.70 11.80 11.80 11.90 11.80
1-Year 11.75 11.85 11.85 11.90 11.84
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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 11.90 11.90 11.90 11.95 11.91
1-Week 11.85 11.95 11.95 12.10 11.96
2-Week 11.85 11.95 11.95 12.10 11.96
1-Month 11.85 11.95 11.90 12.10 11.95
2-Months 11.85 11.90 11.90 12.00 11.91
3-Months 11.80 11.95 11.90 12.00 11.91
4-Months 11.80 11.95 11.90 12.00 11.91
5-Months 11.80 11.90 11.90 12.00 11.90
6-Months 11.85 11.95 11.95 12.00 11.94
9-Months 11.90 12.10 12.10 12.25 12.09
1-Year 11.90 12.15 12.10 12.25 12.10
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 11.88 11.92
0.6-1.0 Years 11.95 11.98
1.1-1.5 Years 12.04 12.08
1.6-2.0 Years 12.08 12.14
2.1-2.5 Years 12.10 12.15
2.6-3.0 Years 12.12 12.16
3.1-3.5 Years 12.14 12.18
3.6-4.0 Years 12.14 12.18
4.1-4.5 Years 12.15 12.20
4.6-5.0 Years 12.15 12.20
5.1-5.5 Years 12.16 12.20
5.6-6.0 Years 12.18 12.22
6.1-6.5 Years 12.18 12.22
6.6-7.0 Years 12.20 12.23
7.1-7.5 Years 12.20 12.23
7.6-8.0 Years 12.19 12.23
8.1-8.5 Years 12.18 12.22
8.6-9.0 Years 12.18 12.22
9.1-9.5 Years 12.16 12.20
9.5-10.0 Years 12.16 12.20
15 Years 12.30 12.40
20 Years 12.40 12.50
30 Years 12.50 12.60
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 12.25 12.50
3 Months 12.10 12.40
6 Months 12.20 12.50
12 Months 12.25 12.50
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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 11.95 12.00
8-15 Days 11.95 12.00
16-30 Days 11.94 11.98
31-60 Days 11.90 11.92
61-90 Days 11.91 11.93
91-120 Days 11.91 11.93
121-180 Days 11.90 11.93
181-270 Days 11.92 11.95
271-365 Days 11.92 11.96
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Kerb Market FX Rate
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Currency Bid Offer
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GBP 137.75 138.75
USD 87.30 87.70
EUR 120.00 121.00
JPY 1.11 1.15
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