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Print 2012-10-12
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (October 11, 2012).
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (October 11, 2012).
DAILY MONEY MARKET COMMENTS: The interbank market initiated at the top level of 9.90%. Major trading was witnessed at the top level of 9.90% and closed at the same level.
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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 9.90 9.90 9.90 9.90 9.90
1-Week 9.40 9.70 9.70 9.85 9.66
2-Week 9.45 9.75 9.65 9.80 9.66
1-Month 9.40 9.75 9.60 9.85 9.65
2-Months 9.40 9.75 9.75 9.90 9.70
3-Months 9.50 9.80 9.80 9.90 9.75
4-Months 9.50 9.80 9.80 9.90 9.75
5-Months 9.50 9.80 9.80 9.90 9.75
6-Months 9.50 9.80 9.80 9.90 9.75
9-Months 9.55 9.85 9.85 9.90 9.79
1-Year 9.55 9.85 9.85 9.95 9.80
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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 9.90 9.90 9.90 9.95 9.91
1-Week 9.60 9.90 9.70 9.95 9.79
2-Week 9.50 9.90 9.75 10.00 9.79
1-Month 9.60 9.90 9.85 10.00 9.84
2-Months 9.65 9.90 9.85 10.00 9.85
3-Months 9.65 9.90 9.80 10.00 9.84
4-Months 9.65 9.90 9.90 10.00 9.86
5-Months 9.65 9.90 9.90 10.00 9.86
6-Months 9.65 9.90 9.90 10.00 9.86
9-Months 9.90 10.10 10.00 10.20 10.05
1-Year 9.95 10.15 10.10 10.25 10.11
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 9.80 9.85
0.6-1.0 Years 9.85 9.90
1.1-1.5 Years 10.15 10.20
1.6-2.0 Years 10.20 10.25
2.1-2.5 Years 10.25 10.30
2.6-3.0 Years 10.45 10.50
3.1-3.5 Years 10.80 10.85
3.6-4.0 Years 10.95 11.00
4.1-4.5 Years 11.00 11.04
4.6-5.0 Years 11.04 11.08
5.1-5.5 Years 11.25 11.30
5.6-6.0 Years 11.30 11.35
6.1-6.5 Years 11.35 11.40
6.6-7.0 Years 11.45 11.50
7.1-7.5 Years 11.50 11.55
7.6-8.0 Years 11.52 11.58
8.1-8.5 Years 11.55 11.60
8.6-9.0 Years 11.58 11.62
9.1-9.5 Years 11.58 11.62
9.5-10.0 Years 11.60 11.64
15 Years 11.90 11.95
20 Years 12.00 12.05
30 Years 12.10 12.15
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 9.90 10.00
3 Months 9.90 10.15
6 Months 10.00 10.25
12 Months 10.10 10.30
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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 9.60 9.70
8-15 Days 9.70 9.75
16-30 Days 9.65 9.70
31-60 Days 9.65 9.70
61-90 Days 9.65 9.68
91-120 Days 9.70 9.75
121-180 Days 9.70 9.74
181-270 Days 9.75 9.80
271-365 Days 9.75 9.80
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Kerb Market FX Rate
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Currency Bid Offer
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USD 95.5 95.7
EUR 122.00 123.00
GBP 153.00 154.00
JPY 1.20 1.22
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