Money market report by Khadim Ali Shah Bukhari & Co on Saturday (February 14, 2009).
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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 12.50 14.90 13.00 14.90 13.83
1-Week 12.25 13.25 12.75 13.50 12.94
2-Week 12.00 12.50 12.25 12.75 12.38
1-Month 12.25 12.75 12.75 13.00 12.69
2-Months 12.60 12.90 12.80 13.00 12.83
3-Months 12.75 13.00 13.00 13.25 13.00
4-Months 12.90 13.20 13.25 13.40 13.19
5-Months 13.10 13.35 13.25 13.45 13.29
6-Months 13.20 13.40 13.40 13.60 13.40
9-Months 13.25 13.45 13.50 13.55 13.44
1-Year 13.40 13.50 13.55 13.65 13.53
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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 14.00 15.00 14.50 15.25 14.69
1-Week 13.50 14.00 14.00 14.50 14.00
2-Week 13.00 13.50 13.25 14.00 13.44
1-Month 13.00 13.50 13.50 14.00 13.50
2-Months 13.25 14.00 13.50 14.25 13.75
3-Months 13.75 14.50 14.25 14.75 14.31
4-Months 14.00 14.50 14.25 14.75 14.38
5-Months 14.00 14.60 14.50 14.75 14.46
6-Months 14.25 14.75 14.75 15.00 14.69
9-Months 14.75 15.25 15.00 15.50 15.13
1-Year 15.00 15.50 15.25 15.75 15.38
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 13.50 13.70
0.6-1.0 Years 13.50 13.70
1.1-1.5 Years 13.65 13.75
1.6-2.0 Years 13.70 13.80
2.1-2.5 Years 13.70 13.85
2.6-3.0 Years 13.75 13.85
3.1-3.5 Years 13.85 13.95
3.6-4.0 Years 13.90 14.10
4.1-4.5 Years 14.00 14.20
4.6-5.0 Years 14.10 14.30
5.1-5.5 Years 14.20 14.40
5.6-6.0 Years 14.50 14.70
6.1-6.5 Years 14.60 14.75
6.6-7.0 Years 14.65 14.80
7.1-7.5 Years 14.70 14.85
7.6-8.0 Years 14.70 14.85
8.1-8.5 Years 14.75 14.85
8.6-9.0 Years 14.80 14.90
9.1-9.5 Years 14.80 14.90
9.5-10.0Years 14.80 14.85
15 Years 15.50 15.85
20 Years 15.75 16.00
30 Years 16.25 16.50
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 14.00 14.50
3 Months 14.50 15.00
6 Months 15.00 15.50
12 Months 15.50 16.00
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T-Bill Secondary Market Data
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3 Months, 6 Months &
12 Months Instruments
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Days to Maturity Yield Range %
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0-7 Days 13.00-13.50
8-15 Days 12.50-13.00
16-30 Days 12.75-13.00
31-60 Days 12.90-13.20
61-90 Days 13.15-13.30
91-120 Days 13.25-13.35
121-180 Days 13.30-13.45
181-270 Days 13.45-13.60
271-365 Days 13.50-13.70
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Kerb Market FX Rate
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Currency Bid Offer
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USD 79.10 79.50
EUR 101.50 103.50
GBP 113.50 115.50
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