Money market report by Khadim Ali Shah Bukhari & Co on Saturday (September 26, 2009).
For Monday it is expected that money market would trade at the level of 12.25%-12.75%.
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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 12.20 12.90 12.30 12.90 12.58
1-Week 12.10 12.30 12.20 12.35 12.24
2-Week 12.10 12.30 12.25 12.35 12.25
1-Month 12.00 12.25 12.20 12.30 12.19
2-Months 11.85 12.20 12.20 12.30 12.14
3-Months 11.85 12.20 12.15 12.30 12.13
4-Months 11.85 12.15 12.15 12.30 12.11
5-Months 11.90 12.20 12.15 12.30 12.14
6-Months 11.90 12.25 12.15 12.30 12.15
9-Months 11.90 12.25 12.20 12.35 12.18
1-Year 11.90 12.25 12.20 12.35 12.18
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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 12.10 12.90 12.25 12.95 12.55
1-Week 12.15 12.35 12.25 12.40 12.29
2-Week 12.15 12.35 12.25 12.40 12.29
1-Month 12.20 12.30 12.30 12.40 12.30
2-Months 12.20 12.30 12.30 12.40 12.30
3-Months 12.25 12.35 12.30 12.40 12.33
4-Months 12.25 12.45 12.30 12.50 12.38
5-Months 12.30 12.45 12.35 12.50 12.40
6-Months 12.45 12.60 12.50 12.65 12.55
9-Months 12.45 12.60 12.50 12.65 12.55
1-Year 12.45 12.65 12.50 12.70 12.58
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 12.50 12.75
0.6-1.0 Years 12.45 12.55
1.1-1.5 Years 12.40 12.50
1.6-2.0 Years 12.25 12.30
2.1-2.5 Years 12.25 12.30
2.6-3.0 Years 12.20 12.25
3.1-3.5 Years 12.20 12.25
3.6-4.0 Years 12.25 12.35
4.1-4.5 Years 12.25 12.35
4.6-5.0 Years 12.35 12.40
5.1-5.5 Years 12.35 12.40
5.6-6.0 Years 12.35 12.40
6.1-6.5 Years 12.40 12.45
6.6-7.0 Years 12.40 12.45
7.1-7.5 Years 12.40 12.45
7.6-8.0 Years 12.45 12.50
8.1-8.5 Years 12.45 12.50
8.6-9.0 Years 12.47 12.52
9.1-9.5 Years 12.47 12.52
9.5-10.0 Years 12.45 12.50
15 Years 12.90 13.00
20 Years 13.25 13.40
30 Years 13.40 13.50
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 12.25 12.50
3 Months 12.40 12.75
6 Months 12.60 12.75
12 Months 12.65 12.90
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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 12.00-12.25
8-15 Days 12.00-12.20
16-30 Days 12.25-12.30
31-60 Days 12.30-12.35
61-90 Days 12.35-12.38
91-120 Days 12.35-12.40
121-180 Days 12.45-12.50
181-270 Days 12.40-12.45
271-365 Days 12.40-12.45
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Kerb Market FX Rate
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Currency Bid Offer
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USD 82.60 82.90
EUR 119.50 120.50
GBP 136.30 137.30
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