Money market report by Khadim Ali Shah Bukhari & Co on Thursday (July 29, 2010).
For Friday it is expected that money market would trade at the level of 11.90% - 12.25%.
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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 12.10 12.40 12.30 12.45 12.31
1-Week 11.00 11.95 12.05 12.15 11.79
2-Week 11.10 11.85 11.95 12.10 11.75
1-Month 11.25 11.90 12.00 12.10 11.81
2-Months 11.45 12.05 12.00 12.10 11.90
3-Months 11.70 12.10 12.10 12.15 12.01
4-Months 11.75 12.10 12.10 12.20 12.04
5-Months 11.75 12.15 12.10 12.25 12.06
6-Months 11.95 12.15 12.10 12.25 12.11
9-Months 11.90 12.15 12.10 12.25 12.10
1-Year 12.00 12.20 12.10 12.30 12.15
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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 12.15 12.50 12.40 12.50 12.39
1-Week 11.50 11.90 12.10 12.20 11.93
2-Week 11.60 11.95 12.10 12.25 11.98
1-Month 11.75 12.05 12.15 12.25 12.05
2-Months 12.00 12.15 12.15 12.25 12.14
3-Months 12.00 12.25 12.10 12.30 12.16
4-Months 12.00 12.25 12.15 12.30 12.18
5-Months 12.10 12.25 12.20 12.30 12.21
6-Months 12.10 12.30 12.20 12.35 12.24
9-Months 12.15 12.35 12.25 12.45 12.30
1-Year 12.15 12.40 12.25 12.50 12.33
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 12.45 12.50
0.6-1.0 Years 12.50 12.55
1.1-1.5 Years 12.55 12.60
1.6-2.0 Years 12.55 12.60
2.1-2.5 Years 12.60 12.55
2.6-3.0 Years 12.68 12.74
3.1-3.5 Years 12.68 12.74
3.6-4.0 Years 12.70 12.75
4.1-4.5 Years 12.70 12.75
4.6-5.0 Years 12.75 12.80
5.1-5.5 Years 12.75 12.80
5.6-6.0 Years 12.75 12.80
6.1-6.5 Years 12.75 12.80
6.6-7.0 Years 12.80 12.85
7.1-7.5 Years 12.85 12.90
7.6-8.0 Years 12.85 12.90
8.1-8.5 Years 12.90 12.95
8.6-9.0 Years 12.90 12.95
9.1-9.5 Years 12.95 12.99
9.5-10.0 Years 12.95 12.99
15 Years 13.15 13.25
20 Years 13.30 13.30
30 Years 13.30 13.35
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 12.30 12.40
3 Months 12.50 12.70
6 Months 12.60 12.75
12 Months 12.75 13.00
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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 11.90 12.00
8-15 Days 11.95 12.05
16-30 Days 11.95 12.05
31-60 Days 11.98 12.05
61-90 Days 12.02 12.08
91-120 Days 12.15 12.20
121-180 Days 12.25 12.30
181-270 Days 12.38 12.40
271-365 Days 12.38 12.40
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Kerb Market FX Rate
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Currency Bid Offer
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USD 85.65 85.90
EUR 109.80 111.00
GBP 130.20 131.20
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