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Print 2010-09-30
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (September 29, 2010).
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (September 29, 2010).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 10.10% - 10.25%. In Repo, major deals were done in the range of 10.10% - 10.20%. Money Market closed at the level of 10.00% - 10.10%.
For Thursday it is expected that money market would trade at the level of 10.25% - 11.00%.
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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 10.30 10.10 10.40 10.20
1-Week 11.00 11.50 11.60 11.75 11.46
2-Week 11.15 11.85 11.75 12.00 11.69
1-Month 11.50 12.30 12.10 12.35 12.06
2-Months 12.05 12.45 12.40 12.50 12.35
3-Months 12.25 12.50 12.45 12.60 12.45
4-Months 12.35 12.55 12.50 12.65 12.51
5-Months 12.40 12.60 12.50 12.75 12.56
6-Months 12.55 12.70 12.60 12.80 12.66
9-Months 12.60 12.75 12.70 12.85 12.73
1-Year 12.70 12.80 12.75 12.90 12.79
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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 10.30 10.10 10.40 10.20
1-Week 11.40 11.75 11.70 12.00 11.71
2-Week 11.60 12.00 11.90 12.20 11.93
1-Month 12.10 12.40 12.35 12.45 12.33
2-Months 12.25 12.70 12.50 12.75 12.55
3-Months 12.40 12.75 12.65 12.90 12.68
4-Months 12.40 12.90 12.70 13.00 12.75
5-Months 12.50 13.00 12.70 13.10 12.83
6-Months 12.50 13.10 12.80 13.25 12.91
9-Months 12.60 13.20 12.80 13.30 12.98
1-Year 12.70 13.25 12.80 13.35 13.03
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 13.15 13.20
0.6-1.0 Years 13.20 13.25
1.1-1.5 Years 13.30 13.35
1.6-2.0 Years 13.35 13.40
2.1-2.5 Years 13.40 13.35
2.6-3.0 Years 13.40 13.45
3.1-3.5 Years 13.45 13.50
3.6-4.0 Years 13.50 13.55
4.1-4.5 Years 13.50 13.55
4.6-5.0 Years 13.55 13.60
5.1-5.5 Years 13.55 13.60
5.6-6.0 Years 13.60 13.65
6.1-6.5 Years 13.60 13.65
6.6-7.0 Years 13.60 13.65
7.1-7.5 Years 13.65 13.70
7.6-8.0 Years 13.65 13.70
8.1-8.5 Years 13.65 13.70
8.6-9.0 Years 13.70 13.75
9.1-9.5 Years 13.70 13.75
9.5-10.0 Years 13.70 13.75
15 Years 13.80 13.85
20 Years 13.90 14.00
30 Years 14.10 14.25
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 12.40 12.60
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 11.40 11.60
8-15 Days 11.70 11.80
16-30 Days 12.00 12.10
31-60 Days 12.55 12.60
61-90 Days 12.65 12.70
91-120 Days 12.70 12.75
121-180 Days 12.80 12.85
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 86.10 86.20
EUR 115.00 116.70
GBP 135.00 136.50
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