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Print 2011-02-10
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (February 09, 2011).
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (February 09, 2011).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 11.50% -11.75%.In Repo, major deals were done in the range of 11.25% -11.50%. Money Market closed at the level of 11.10% - 11.25%.
For Thursday it is expected that money market would trade within the levels of 11.75% - 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 11.10 11.60 11.25 11.75 11.43
1-Week 11.50 12.55 12.50 12.65 12.30
2-Week 11.60 12.75 12.65 12.80 12.45
1-Month 11.85 12.80 12.80 12.90 12.59
2-Months 12.40 13.15 13.15 13.25 12.99
3-Months 12.90 13.25 13.20 13.30 13.16
4-Months 13.00 13.30 13.25 13.35 13.23
5-Months 13.20 13.45 13.40 13.50 13.39
6-Months 13.35 13.50 13.45 13.55 13.46
9-Months 13.40 13.60 13.50 13.65 13.54
1-Year 13.45 13.60 13.55 13.65 13.56
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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 11.10 11.75 11.25 12.00 11.53
1-Week 12.00 12.65 12.65 12.80 12.53
2-Week 12.25 12.85 12.80 12.95 12.71
1-Month 12.40 12.95 12.90 13.10 12.84
2-Months 12.75 13.30 13.25 13.35 13.16
3-Months 13.00 13.40 13.30 13.50 13.30
4-Months 13.10 13.65 13.45 13.75 13.49
5-Months 13.20 13.70 13.50 13.75 13.54
6-Months 13.30 13.75 13.65 13.90 13.65
9-Months 13.30 13.75 13.70 13.90 13.66
1-Year 13.40 13.80 13.75 13.90 13.71
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 13.75 13.80
0.6-1.0 Years 13.90 14.00
1.1-1.5 Years 14.00 14.10
1.6-2.0 Years 14.10 14.15
2.1-2.5 Years 14.15 14.19
2.6-3.0 Years 14.15 14.20
3.1-3.5 Years 14.16 14.21
3.6-4.0 Years 14.18 14.22
4.1-4.5 Years 14.18 14.22
4.6-5.0 Years 14.20 14.23
5.1-5.5 Years 14.20 14.23
5.6-6.0 Years 14.21 14.24
6.1-6.5 Years 14.22 14.25
6.6-7.0 Years 14.22 14.25
7.1-7.5 Years 14.23 14.25
7.6-8.0 Years 14.23 14.25
8.1-8.5 Years 14.24 14.28
8.6-9.0 Years 14.24 14.28
9.1-9.5 Years 14.26 14.30
9.5-10.0 Years 14.26 14.30
15 Years 14.55 14.60
20 Years 14.70 14.75
30 Years 14.75 14.85
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 13.10 13.30
3 Months 13.50 13.90
6 Months 13.75 14.00
12 Months 13.90 14.20
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T-Bill Secondary Market Data
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3 Months, 6 Months &
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12 Months Instruments
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Days to Maturity Yield Range %
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0-7 Days 12.00 12.10
8-15 Days 12.55 12.65
16-30 Days 12.65 12.75
31-60 Days 12.98 13.08
61-90 Days 13.20 13.30
91-120 Days 13.40 13.50
121-180 Days 13.44 13.50
181-270 Days 13.58 13.64
271-365 Days 13.70 13.75
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Kerb Market FX Rate
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Currency Bid Offer
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USD 85.50 86.00
EUR 115.71 117.25
GBP 137.23 138.90
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