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Print 2012-11-16
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (November 15, 2012).
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (November 15, 2012).
DAILY MONEY MARKET COMMENTS: The interbank market initiated at the top level of 9.90%. Major trading was witnessed at the level of 9.90% and remained unchanged throughout the day.
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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 9.50 9.90 9.75 9.90 9.76
2-Week 9.30 9.70 9.60 9.80 9.60
1-Month 9.15 9.50 9.40 9.60 9.41
2-Months 9.15 9.50 9.40 9.55 9.40
3-Months 9.15 9.50 9.40 9.55 9.40
4-Months 9.20 9.40 9.40 9.45 9.36
5-Months 9.20 9.40 9.40 9.50 9.38
6-Months 9.20 9.45 9.40 9.50 9.39
9-Months 9.25 9.50 9.40 9.55 9.43
1-Year 9.25 9.50 9.40 9.55 9.43
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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 9.80 9.95 9.81
2-Week 9.30 9.75 9.60 9.80 9.61
1-Month 9.20 9.75 9.60 9.80 9.59
2-Months 9.20 9.60 9.50 9.70 9.50
3-Months 9.20 9.60 9.50 9.70 9.50
4-Months 9.30 9.70 9.50 9.75 9.56
5-Months 9.30 9.70 9.60 9.75 9.59
6-Months 9.30 9.70 9.60 9.75 9.59
9-Months 9.40 9.80 9.65 9.85 9.68
1-Year 9.50 9.90 9.75 10.00 9.79
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 9.25 9.30
0.6-1.0 Years 9.35 9.40
1.1-1.5 Years 9.55 9.60
1.6-2.0 Years 9.70 9.75
2.1-2.5 Years 10.00 10.05
2.6-3.0 Years 10.12 10.16
3.1-3.5 Years 10.45 10.50
3.6-4.0 Years 10.65 10.70
4.1-4.5 Years 10.70 10.74
4.6-5.0 Years 10.72 10.75
5.1-5.5 Years 10.75 10.80
5.6-6.0 Years 10.85 10.90
6.1-6.5 Years 10.95 11.00
6.6-7.0 Years 11.00 11.05
7.1-7.5 Years 11.00 11.05
7.6-8.0 Years 11.15 11.20
8.1-8.5 Years 11.18 11.22
8.6-9.0 Years 11.25 11.30
9.1-9.5 Years 11.21 11.24
9.5-10.0 Years 11.18 11.21
15 Years 11.85 11.90
20 Years 11.90 11.95
30 Years 12.00 12.05
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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 9.60 9.90
6 Months 9.70 10.00
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 9.80 9.90
8-15 Days 9.20 9.30
16-30 Days 9.28 9.32
31-60 Days 9.22 9.26
61-90 Days 9.23 9.27
91-120 Days 9.25 9.28
121-180 Days 9.26 9.30
181-270 Days 9.30 9.34
271-365 Days 9.32 9.37
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Kerb Market FX Rate
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Currency Bid Offer
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USD 96.5 96.75
EUR 122.00 123.00
GBP 152.00 153.50
JPY 1.18 1.22
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