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Print 2010-08-19
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (August 18, 2010).
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (August 18, 2010).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 12.10% - 12.30%. In Repo, major deals were done in the range of 12.00% - 12.30%. Money Market closed at the level 11.75% - 12.00%.
For Thursday it is expected that money market would trade at the level of 12.00% - 12.50%.
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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 11.50 12.40 11.75 12.50 12.04
1-Week 11.50 12.25 12.25 12.45 12.11
2-Week 11.60 12.30 12.25 12.45 12.15
1-Month 11.70 12.35 12.35 12.45 12.21
2-Months 11.85 12.40 12.30 12.45 12.25
3-Months 12.05 12.40 12.35 12.50 12.33
4-Months 12.10 12.45 12.35 12.50 12.35
5-Months 12.10 12.45 12.40 12.60 12.39
6-Months 12.25 12.50 12.45 12.60 12.45
9-Months 12.25 12.50 12.45 12.60 12.45
1-Year 12.30 12.60 12.50 12.70 12.53
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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 11.50 12.40 11.75 12.50 12.04
1-Week 11.90 12.40 12.25 12.50 12.26
2-Week 11.90 12.45 12.25 12.50 12.28
1-Month 12.20 12.50 12.40 12.60 12.43
2-Months 12.25 12.80 12.50 12.90 12.61
3-Months 12.30 12.90 12.60 13.25 12.76
4-Months 12.30 12.90 12.60 13.25 12.76
5-Months 12.35 13.00 12.70 13.25 12.83
6-Months 12.40 13.10 12.75 13.30 12.89
9-Months 12.50 13.20 12.75 13.35 12.95
1-Year 12.60 13.25 12.80 13.40 13.01
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 12.85 12.90
0.6-1.0 Years 12.90 13.00
1.1-1.5 Years 13.20 13.25
1.6-2.0 Years 13.25 13.30
2.1-2.5 Years 13.25 13.30
2.6-3.0 Years 13.25 13.30
3.1-3.5 Years 13.30 13.35
3.6-4.0 Years 13.30 13.35
4.1-4.5 Years 13.30 13.35
4.6-5.0 Years 13.35 13.40
5.1-5.5 Years 13.35 13.40
5.6-6.0 Years 13.35 13.40
6.1-6.5 Years 13.40 13.45
6.6-7.0 Years 13.40 13.45
7.1-7.5 Years 13.40 13.45
7.6-8.0 Years 13.45 13.50
8.1-8.5 Years 13.45 13.50
8.6-9.0 Years 13.45 13.50
9.1-9.5 Years 13.50 13.55
9.5-10.0 Years 13.50 13.55
15 Years 13.70 13.75
20 Years 13.80 13.90
30 Years 13.90 14.10
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 12.75 12.90
3 Months 12.90 13.10
6 Months 13.25 13.50
12 Months 13.50 13.75
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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 12.15 12.25
8-15 Days 12.20 12.30
16-30 Days 12.25 12.30
31-60 Days 12.30 12.40
61-90 Days 12.38 12.42
91-120 Days 12.40 12.45
121-180 Days 12.45 12.60
181-270 Days 12.60 12.65
271-365 Days 12.65 12.75
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Kerb Market FX Rate
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Currency Bid Offer
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USD 85.65 85.90
EUR 109.50 110.50
GBP 134.00 135.00
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