Money market report by Khadim Ali Shah Bukhari & Co on Friday (November 26, 2010).
For Saturday it is expected that money market would trade at the level of 12.25% - 13.00%.
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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 11.50 13.00 11.90 13.20 12.40
1-Week 11.00 12.25 11.90 12.40 11.89
2-Week 11.10 12.30 12.25 12.40 12.01
1-Month 11.50 12.50 12.50 12.60 12.28
2-Months 12.00 12.55 12.50 12.65 12.43
3-Months 12.40 12.75 12.60 12.85 12.65
4-Months 12.50 12.80 12.75 12.90 12.74
5-Months 12.70 12.90 12.85 13.00 12.86
6-Months 12.80 12.90 12.80 13.00 12.88
9-Months 12.70 13.00 12.95 13.10 12.94
1-Year 12.80 13.00 13.00 13.15 12.99
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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 11.50 13.00 11.90 13.25 12.41
1-Week 11.25 12.30 11.90 12.40 11.96
2-Week 12.00 12.35 12.30 12.45 12.28
1-Month 12.25 12.60 12.55 12.70 12.53
2-Months 12.40 12.90 12.75 13.00 12.76
3-Months 12.50 13.10 12.90 13.25 12.94
4-Months 12.60 13.15 13.00 13.25 13.00
5-Months 12.70 13.20 13.10 13.30 13.08
6-Months 12.80 13.25 12.90 13.35 13.08
9-Months 12.90 13.30 13.10 13.40 13.18
1-Year 13.10 13.40 13.20 13.45 13.29
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 13.35 13.40
0.6-1.0 Years 13.40 13.45
1.1-1.5 Years 13.40 13.45
1.6-2.0 Years 13.45 13.50
2.1-2.5 Years 13.50 13.55
2.6-3.0 Year 13.65 13.70
3.1-3.5 Years 13.65 13.70
3.6-4.0 Year 13.65 13.70
4.1-4.5 Year 13.70 13.75
4.6-5.0 Years 13.70 13.75
5.1-5.5 Years 13.75 13.78
5.6-6.0 Years 13.75 13.78
6.1-6.5 Years 13.78 13.82
6.6-7.0 Years 13.78 13.82
7.1-7.5 Years 13.80 13.84
7.6-8.0 Years 13.80 13.84
8.1-8.5 Years 13.82 13.86
8.6-9.0 Years 13.82 13.86
9.1-9.5 Years 13.83 13.88
9.5-10.0 Years 13.85 13.90
15 Years 14.25 14.30
20 Years 14.35 14.40
30 Years 14.45 14.55
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 12.60 12.75
3 Months 13.00 13.30
6 Months 13.40 13.60
12 Months 13.50 13.75
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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 11.95 12.00
8-15 Days 12.20 12.30
16-30 Days 12.40 12.45
31-60 Days 12.50 12.60
61-90 Days 12.70 12.75
91-120 Days 12.95 13.05
121-180 Days 13.10 13.20
181-270 Days 13.20 13.30
271-365 Days 13.25 13.35
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Kerb Market FX Rate
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Currency Bid Offer
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USD 85.30 85.60
EUR 113.10 114.50
GBP 135.50 136.50
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