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Print 2012-11-09
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (November 08, 2012).
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (November 08, 2012).
DAILY MONEY MARKET COMMENTS: The interbank market initiated within the range of 7.00% - 7.10%. Major trading was witnessed within the range of 7.00% -7.25% during the initial trading session but soon gained momentum and trading was witnessed as high as 10.50%. The market closed at the level of 10.00%.
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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 7.00 10.00 7.10 10.50 8.65
1-Week 8.00 10.00 8.50 10.50 9.25
2-Week 8.40 9.50 8.75 9.90 9.14
1-Month 8.75 9.00 8.95 9.40 9.03
2-Months 9.10 9.45 9.40 9.50 9.36
3-Months 9.25 9.50 9.40 9.65 9.45
4-Months 9.40 9.65 9.50 9.70 9.56
5-Months 9.40 9.65 9.50 9.75 9.58
6-Months 9.45 9.70 9.60 9.80 9.64
9-Months 9.45 9.70 9.65 9.80 9.65
1-Year 9.50 9.75 9.70 9.80 9.69
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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 7.00 10.00 7.10 10.50 8.65
1-Week 8.00 10.00 8.50 10.50 9.25
2-Week 8.40 9.50 8.75 9.90 9.14
1-Month 8.75 9.00 8.95 9.40 9.03
2-Months 9.10 9.60 9.60 9.70 9.50
3-Months 9.30 9.60 9.70 9.80 9.60
4-Months 9.40 9.75 9.75 9.85 9.69
5-Months 9.50 9.75 9.75 9.85 9.71
6-Months 9.50 9.75 9.75 9.85 9.71
9-Months 9.60 9.90 9.85 10.00 9.84
1-Year 9.70 10.10 10.00 10.15 9.99
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 9.15 9.25
0.6-1.0 Years 9.25 9.50
1.1-1.5 Years 9.50 9.70
1.6-2.0 Years 9.80 9.90
2.1-2.5 Years 9.90 9.95
2.6-3.0 Years 10.00 10.05
3.1-3.5 Years 10.35 10.40
3.6-4.0 Years 10.40 10.45
4.1-4.5 Years 10.50 10.55
4.6-5.0 Years 10.56 10.60
5.1-5.5 Years 10.60 10.70
5.6-6.0 Years 10.70 10.80
6.1-6.5 Years 10.75 10.80
6.6-7.0 Years 10.78 10.85
7.1-7.5 Years 10.82 10.90
7.6-8.0 Years 10.85 10.95
8.1-8.5 Years 10.90 10.95
8.6-9.0 Years 10.95 11.00
9.1-9.5 Years 11.00 11.05
9.5-10.0 Years 11.05 11.10
15 Years 11.60 11.65
20 Years 11.75 11.80
30 Years 11.95 12.00
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 9.50 9.90
3 Months 9.80 10.00
6 Months 9.90 10.10
12 Months 10.00 10.25
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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 9.25 9.50
8-15 Days 9.40 9.60
16-30 Days 9.20 9.40
31-60 Days 9.12 9.18
61-90 Days 9.08 9.12
91-120 Days 9.10 9.12
121-180 Days 9.13 9.16
181-270 Days 9.18 9.21
271-365 Days 9.20 9.23
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Kerb Market FX Rate
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Currency Bid Offer
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USD 96.2 96.4
EUR 123.00 124.00
GBP 153.50 154.50
JPY 1.18 1.22
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