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Print 2012-01-12
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (January 11, 2012).
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (January 11, 2012).
DAILY MONEY MARKET COMMENTS: In today's session, trading was witnessed within the range of 11.00% - 11.50%. Most of the deals were done within the range of 11.50% - 11.90%. The market closed at the level of 11.90%.
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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 10.75 11.90 11.25 11.90 11.45
1-Week 11.50 11.75 11.75 11.80 11.70
2-Week 11.55 11.75 11.75 11.80 11.71
1-Month 11.60 11.75 11.75 11.80 11.73
2-Months 11.65 11.75 11.75 11.85 11.75
3-Months 11.65 11.75 11.75 11.85 11.75
4-Months 11.65 11.75 11.75 11.85 11.75
5-Months 11.70 11.80 11.80 11.85 11.79
6-Months 11.70 11.80 11.80 11.85 11.79
9-Months 11.70 11.85 11.85 11.90 11.83
1-Year 11.70 11.85 11.85 11.90 11.83
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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 10.75 11.90 11.25 11.90 11.45
1-Week 11.55 11.80 11.80 11.85 11.75
2-Week 11.60 11.85 11.75 11.90 11.78
1-Month 11.65 11.85 11.75 11.90 11.79
2-Months 11.70 11.85 11.80 11.90 11.81
3-Months 11.70 11.85 11.85 11.90 11.83
4-Months 11.70 11.85 11.85 11.90 11.83
5-Months 11.80 11.90 11.90 12.00 11.90
6-Months 11.80 11.90 11.90 12.00 11.90
9-Months 11.85 12.00 12.00 12.10 11.99
1-Year 11.90 12.00 12.10 12.15 12.04
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 11.90 11.95
0.6-1.0 Years 11.95 12.00
1.1-1.5 Years 11.95 12.00
1.6-2.0 Years 12.00 12.05
2.1-2.5 Years 12.04 12.10
2.6-3.0 Years 12.04 12.10
3.1-3.5 Years 12.25 12.30
3.6-4.0 Years 12.25 12.30
4.1-4.5 Years 12.45 12.50
4.6-5.0 Years 12.45 12.50
5.1-5.5 Years 12.52 12.55
5.6-6.0 Years 12.54 12.58
6.1-6.5 Years 12.58 12.62
6.6-7.0 Years 12.58 12.62
7.1-7.5 Years 12.57 12.62
7.6-8.0 Years 12.56 12.61
8.1-8.5 Years 12.54 12.58
8.6-9.0 Years 12.52 12.58
9.1-9.5 Years 12.50 12.54
9.5-10.0 Years 12.45 12.50
15 Years 12.90 13.00
20 Years 13.00 13.10
30 Years 13.10 13.20
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 11.90 12.10
3 Months 12.10 12.30
6 Months 12.25 12.40
12 Months 12.30 12.50
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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 11.75 11.80
8-15 Days 11.75 11.80
16-30 Days 11.72 11.76
31-60 Days 11.73 11.78
61-90 Days 11.72 11.78
91-120 Days 11.75 11.80
121-180 Days 11.76 11.80
181-270 Days 11.84 11.88
271-365 Days 11.85 11.88
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Kerb Market FX Rate
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Currency Bid Offer
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GBP 140 141
USD 90.30 90.80
EUR 116.00 117.00
JPY 1.17 1.20
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