Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (September 22, 2010). Money market initiated at the level of 11.25% - 11.50%. In Repo, major deals were done in the range of 10.25% - 10.75%. Money Market closed at the level of 10.10% -10.15%.
DAILY MONEY MARKET COMMENTS: For Thursday it is expected that money market would trade at the level of 10.50% - 11.25%.
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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 10.00 11.25 10.10 11.50 10.71
1-Week 11.10 11.70 11.60 11.90 11.58
2-Week 11.25 12.20 12.25 12.30 12.00
1-Month 11.60 12.40 12.30 12.45 12.19
2-Months 11.85 12.45 12.40 12.50 12.30
3-Months 12.00 12.50 12.45 12.60 12.39
4-Months 12.10 12.55 12.50 12.65 12.45
5-Months 12.10 12.60 12.60 12.75 12.51
6-Months 12.25 12.70 12.60 12.80 12.59
9-Months 12.25 12.75 12.60 12.80 12.60
1-Year 12.30 12.75 12.65 12.85 12.64
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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 10.00 11.50 10.10 11.60 10.80
1-Week 11.25 11.90 11.60 12.00 11.69
2-Week 11.60 12.30 12.10 12.40 12.10
1-Month 12.10 12.40 12.40 12.50 12.35
2-Months 12.25 12.70 12.60 12.75 12.58
3-Months 12.30 12.75 12.70 12.90 12.66
4-Months 12.30 12.90 12.70 13.00 12.73
5-Months 12.35 13.00 12.70 13.10 12.79
6-Months 12.40 13.10 12.80 13.25 12.89
9-Months 12.50 13.20 12.80 13.30 12.95
1-Year 12.60 13.25 12.80 13.35 13.00
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 12.90 12.95
0.6-1.0 Years 13.05 13.10
1.1-1.5 Years 13.05 13.10
1.6-2.0 Years 13.10 13.15
2.1-2.5 Years 13.10 13.15
2.6-3.0 Years 13.15 13.20
3.1-3.5 Years 13.15 13.20
3.6-4.0 Years 13.20 13.25
4.1-4.5 Years 13.20 13.25
4.6-5.0 Years 13.25 13.30
5.1-5.5 Years 13.25 13.30
5.6-6.0 Years 13.30 13.35
6.1-6.5 Years 13.30 13.35
6.6-7.0 Years 13.35 13.40
7.1-7.5 Years 13.40 13.45
7.6-8.0 Years 13.40 13.45
8.1-8.5 Years 13.45 13.50
8.6-9.0 Years 13.45 12.55
9.1-9.5 Years 13.50 13.60
9.510.0 Years 13.50 13.60
15 Years 13.70 13.80
20 Years 13.80 13.90
30 Years 13.95 14.10
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 12.60 12.75
3 Months 12.90 13.10
6 Months 13.00 13.25
12 Months 13.25 13.50
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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 11.60 11.80
8-15 Days 11.90 12.10
16-30 Days 12.20 12.30
31-60 Days 12.55 12.60
61-90 Days 12.55 12.65
91-120 Days 12.65 12.70
121-180 Days 12.70 12.75
181-270 Days 12.85 12.90
271-365 Days 12.90 13.00
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Kerb Market FX Rate
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Currency Bid Offer
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USD 85.70 86.00
EUR 109.00 110.00
GBP 131.25 132.50
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