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Print 2010-12-16
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (December 15, 2010).
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (December 15, 2010).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 11.25% -11.50%.In Repo, major deals were done in the range of 11.10% - 11.40%. Money Market closed at the level of 11.00% -11.10%.
For Saturday it is expected that money market would trade at the level of 11.50% - 12.00%.
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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 11.00 11.50 11.10 11.75 11.34
1-Week 11.25 11.90 11.80 12.00 11.74
2-Week 11.35 12.25 12.15 12.30 12.01
1-Month 11.85 12.60 12.65 12.70 12.45
2-Months 12.20 12.85 12.80 12.95 12.70
3-Months 12.55 13.10 13.05 13.20 12.98
4-Months 12.70 13.10 13.10 13.25 13.04
5-Months 12.75 13.20 13.20 13.35 13.13
6-Months 13.00 13.30 13.25 13.40 13.24
9-Months 13.10 13.40 13.30 13.60 13.35
1-Year 13.25 13.50 13.40 13.60 13.44
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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 11.00 11.60 11.10 11.75 11.36
1-Week 11.70 12.10 12.00 12.20 12.00
2-Week 11.90 12.35 12.25 12.45 12.24
1-Month 12.40 13.00 12.90 13.10 12.85
2-Months 12.50 13.40 13.20 13.50 13.15
3-Months 12.75 13.50 13.25 13.75 13.31
4-Months 12.80 13.50 13.30 13.75 13.34
5-Months 13.00 13.50 13.40 13.75 13.41
6-Months 13.10 13.60 13.40 13.90 13.50
9-Months 13.25 13.60 13.50 13.90 13.56
1-Year 13.25 13.75 13.60 14.00 13.65
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Year 13.65 13.70
0.6-1.0 Year 13.75 13.85
1.1-1.5 Year 13.90 13.95
1.6-2.0 Year 13.95 14.00
2.1-2.5 Year 14.05 14.10
2.6-3.0 Year 14.05 14.10
3.1-3.5 Year 14.10 14.15
3.6-4.0 Year 14.10 14.15
4.1-4.5 Year 14.12 14.18
4.6-5.0 Year 14.12 14.18
5.1-5.5 Year 14.15 14.20
5.6-6.0 Year 14.15 14.20
6.1-6.5 Year 14.15 14.20
6.6-7.0 Year 14.20 14.25
7.1-7.5 Year 14.20 14.25
7.6-8.0 Year 14.20 14.25
8.1-8.5 Year 14.25 14.30
8.6-9.0 Year 14.25 14.30
9.1-9.5 Year 14.25 14.30
9.5-10.0 Years 14.26 14.32
15 Years 14.60 14.70
20 Years 14.70 14.80
30 Years 14.80 14.90
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 13.50 13.70
3 Months 13.75 13.90
6 Months 13.90 14.10
12 Months 14.00 14.25
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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 12.30 12.40
8-15 Days 12.45 12.55
16-30 Days 12.75 12.85
31-60 Days 12.85 12.95
61-90 Days 13.12 13.14
91-120 Days 13.25 13.30
121-180 Days 13.30 13.35
181-270 Days 13.45 13.50
271-365 Days 13.60 13.65
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Kerb Market FX Rate
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Currency Bid Offer
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USD 85.60 85.90
EUR 112.80 114.80
GBP 134.80 136.80
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