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Print 2011-03-13
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (March 12, 2011).
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (March 12, 2011).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 13.00% - 13.25 %. In Repo, major deals were done in the range of 13.25% - 13.50%. Money Market closed at the level of 13.75% - 13.90%.
For Monday it is expected that money market would trade within the levels of 13.25% - 13.75%.
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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 13.00 13.90 13.25 13.90 13.51
1-Week 12.00 13.00 12.95 13.15 12.78
2-Week 11.90 13.00 12.95 13.10 12.74
1-Month 12.00 12.95 12.95 13.05 12.74
2-Months 12.50 13.15 13.15 13.25 13.01
3-Months 12.50 13.20 13.20 13.30 13.05
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 13.00 13.90 13.25 13.90 13.51
1-Week 12.10 13.10 13.15 13.25 12.90
2-Week 11.95 13.15 13.10 13.25 12.86
1-Month 12.70 13.25 13.10 13.30 13.09
2-Months 13.00 13.40 13.30 13.50 13.30
3-Months 13.10 13.60 13.40 13.70 13.45
4-Months 13.25 13.65 13.45 13.75 13.53
5-Months 13.40 13.70 13.50 13.75 13.59
6-Months 13.50 13.75 13.70 13.90 13.71
9-Months 13.60 13.80 13.75 13.95 13.78
1-Year 13.50 13.90 13.80 14.00 13.80
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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 13.80 13.85
1.1-1.5 Years 13.95 13.98
1.6-2.0 Years 14.00 14.04
2.1-2.5 Years 14.02 14.05
2.6-3.0 Years 14.03 14.05
3.1-3.5 Years 14.04 14.06
3.6-4.0 Years 14.04 14.07
4.1-4.5 Years 14.04 14.07
4.6-5.0 Years 14.06 14.08
5.1-5.5 Years 14.08 14.00
5.6-6.0 Years 14.10 14.12
6.1-6.5 Years 14.10 14.12
6.6-7.0 Years 14.12 14.14
7.1-7.5 Years 14.12 14.14
7.6-8.0 Years 14.12 14.14
8.1-8.5 Years 14.10 14.13
8.6-9.0 Years 14.08 14.10
9.1-9.5 Years 14.07 14.10
9.5-10.0 Years 14.05 14.10
15 Years 14.40 14.50
20 Years 14.60 14.65
30 Years 14.70 14.75
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FIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years N/A N/A
0.6-1.0 Years N/A N/A
1.1-1.5 Years N/A N/A
1.6-2.0 Years N/A N/A
2.1-2.5 Years N/A N/A
2.6-3.0 Years N/A N/A
3.1-3.5 Years N/A N/A
3.6-4.0 Years N/A N/A
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 13.40 13.60
3 Months 13.60 13.75
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 12.90 12.95
8-15 Days 12.95 13.00
16-30 Days 12.95 13.00
31-60 Days 13.04 13.08
61-90 Days 13.20 13.22
91-120 Days 13.45 13.50
121-180 Days 13.52 13.55
181-270 Days 13.60 13.65
271-365 Days 13.75 13.80
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Kerb Market FX Rate
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Currency Bid Offer
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USD 85.00 85.30
EUR 117.25 118.41
GBP 136.62 137.88
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