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Print 2010-01-09
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (January 08, 2010).
Money market report by Khadim Ali Shah Bukhari & Co on Friday (January 08, 2010).
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 10.75% --12.40%. Money Market closed at the level of 12.40%. For Saturday it is expected that money market would trade at the level of 11.90% -- 12.25%.
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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 10.25 12.40 10.50 12.40 11.39
1-Week 11.40 11.80 11.70 11.95 11.71
2-Week 11.60 11.90 11.75 11.95 11.80
1-Month 11.70 11.95 11.90 12.00 11.89
2-Months 11.90 12.00 12.00 12.10 12.00
3-Months 11.85 12.00 12.00 12.10 11.99
4-Months 11.85 12.00 12.00 12.10 11.99
5-Months 11.90 12.05 12.00 12.15 12.03
6-Months 11.90 12.10 12.10 12.20 12.08
9-Months 11.90 12.10 12.00 12.20 12.05
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 10.50 12.40 10.75 12.40 11.51
1-Week 11.50 12.00 11.75 12.20 11.86
2-Week 11.70 12.10 11.90 12.20 11.98
1-Month 11.90 12.15 12.00 12.20 12.06
2-Months 12.00 12.15 12.10 12.25 12.13
3-Months 12.00 12.25 12.15 12.30 12.18
4-Months 12.15 12.25 12.20 12.30 12.23
5-Months 12.15 12.30 12.20 12.35 12.25
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 Year 12.20 12.25
0.6-1.0 Year 12.25 12.30
1.1-1.5 Year 12.25 12.30
1.6-2.0 Year 12.25 12.30
2.1-2.5 Year 12.30 12.35
2.6-3.0 Year 12.30 12.35
3.1-3.5 Year 12.30 12.35
3.6-4.0 Year 12.40 12.45
4.1-4.5 Year 12.40 12.45
4.6-5.0 Year 12.45 12.50
5.1-5.5 Year 12.50 12.55
5.6-6.0 Year 12.50 12.55
6.1-6.5 Year 12.50 12.55
6.6-7.0 Year 12.50 12.55
7.1-7.5 Year 12.55 12.60
7.6-8.0 Year 12.55 12.60
8.1-8.5 Year 12.57 12.62
8.6-9.0 Year 12.52 12.56
9.1-9.5 Year 12.52 12.56
9.5-10.0 Years 12.52 12.56
15 Years 12.70 12.80
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 12.15 12.30
3 Months 12.35 12.50
6 Months 12.40 12.60
12 Months 12.60 12.90
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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 11.80 11.90
8-15 Days 11.85 11.95
16-30 Days 11.85 11.95
31-60 Days 11.90 11.95
61-90 Days 11.90 11.95
91-120 Days 11.95 12.00
121-180 Days 12.00 12.05
181-270 Days 12.05 12.10
271-365 Days 12.05 12.10
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Kerb Market FX Rate
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Currency Bid Offer
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USD 84.55 84.85
EUR 121.00 122.00
GBP 134.80 136.00
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