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Print 2011-08-28
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (August 27, 2011).
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (August 27, 2011).
DAILY MONEY MARKET COMMENTS: Money Market initiated at 11.00% - 11.20%. Most of deals were done in the range of 10.60% - 11.00%. Trading session closed at the level of 10.75% - 11.00%.
For Monday it is expected that money market would trade within the levels of 10.75% - 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 10.60 11.00 10.60 11.20 10.85
1-Week 12.50 12.75 12.75 12.90 12.73
2-Week 12.70 12.90 12.90 13.10 12.90
1-Month 12.90 13.10 13.20 13.30 13.13
2-Months 13.00 13.10 13.20 13.30 13.15
3-Months 13.00 13.15 13.25 13.30 13.18
4-Months 13.00 13.20 13.25 13.30 13.19
5-Months 13.00 13.20 13.25 13.30 13.19
6-Months 13.05 13.20 13.25 13.30 13.20
9-Months 13.15 13.25 13.35 13.40 13.29
1-Year 13.20 13.30 13.35 13.40 13.31
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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 10.60 11.00 10.75 11.25 10.90
1-Week 12.50 12.75 12.85 12.95 12.76
2-Week 12.70 12.90 13.00 13.15 12.94
1-Month 12.90 13.10 13.25 13.35 13.15
2-Months 13.05 13.15 13.30 13.35 13.21
3-Months 13.05 13.15 13.30 13.35 13.21
4-Months 13.00 13.20 13.30 13.35 13.21
5-Months 13.00 13.20 13.30 13.40 13.23
6-Months 13.05 13.20 13.30 13.40 13.24
9-Months 13.15 13.25 13.40 13.40 13.30
1-Year 13.20 13.30 13.40 13.45 13.34
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 13.20 13.27
0.6-1.0 Years 13.30 13.32
1.1-1.5 Years 13.30 13.33
1.6-2.0 Years 13.28 13.33
2.1-2.5 Years 13.26 13.31
2.6-3.0 Years 13.25 13.30
3.1-3.5 Years 13.25 13.30
3.6-4.0 Years 13.26 13.31
4.1-4.5 Years 13.27 13.31
4.6-5.0 Years 13.27 13.31
5.1-5.5 Years 13.28 13.31
5.6-6.0 Years 13.28 13.32
6.1-6.5 Years 13.29 13.32
6.6-7.0 Years 13.28 13.32
7.1-7.5 Years 13.27 13.32
7.6-8.0 Years 13.25 13.30
8.1-8.5 Years 13.25 13.30
8.6-9.0 Years 13.24 13.26
9.1-9.5 Years 13.24 13.27
9.5-10.0 Years 13.24 13.27
15 Years 13.45 13.50
20 Years 13.65 13.70
30 Years 13.75 13.80
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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 13.25 13.40
3 Months 13.30 13.40
6 Months 13.35 13.50
12 Months 13.50 13.75
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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 12.80 13.20
8-15 Days 13.10 13.25
16-30 Days 13.20 13.25
31-60 Days 13.16 13.22
61-90 Days 13.16 13.20
91-120 Days 13.20 13.25
121-180 Days 13.24 13.26
181-270 Days 13.28 13.30
271-365 Days 13.30 13.33
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Kerb Market FX Rate
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Currency Bid Offer
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USD 86.50 86.90
EUR 124.08 125.69
GBP 140.43 142.16
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