Money market report by Khadim Ali Shah Bukhari & Co on Saturday (August 13, 2011).
For Monday it is expected that money market would trade within the levels of 13.25%-3.40%.
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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 13.40 13.40 13.40 13.40 13.40
1-Week 13.15 13.20 13.30 13.35 13.25
2-Week 13.15 13.20 13.25 13.30 13.23
1-Month 13.05 13.10 13.20 13.25 13.15
2-Months 12.95 13.00 13.15 13.25 13.09
3-Months 12.95 13.05 13.15 13.20 13.09
4-Months 13.00 13.15 13.15 13.20 13.13
5-Months 13.00 13.20 13.20 13.30 13.18
6-Months 13.00 13.20 13.20 13.30 13.18
9-Months 13.15 13.25 13.25 13.35 13.25
1-Year 13.20 13.30 13.30 13.40 13.30
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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 13.40 13.40 13.40 13.40 13.40
1-Week 13.15 13.20 13.35 13.40 13.28
2-Week 13.15 13.20 13.30 13.35 13.25
1-Month 13.00 13.25 13.20 13.25 13.18
2-Months 12.95 13.05 13.20 13.30 13.13
3-Months 12.95 13.05 13.20 13.25 13.11
4-Months 13.00 13.15 13.20 13.25 13.15
5-Months 13.10 13.30 13.30 13.35 13.26
6-Months 13.00 13.20 13.25 13.35 13.20
9-Months 13.15 13.25 13.30 13.40 13.28
1-Year 13.20 13.30 13.35 13.45 13.33
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 13.30 13.35
0.6-1.0 Years 13.32 13.35
1.1-1.5 Years 13.36 13.40
1.6-2.0 Years 13.38 13.42
2.1-2.5 Years 13.40 13.42
2.6-3.0 Years 13.42 13.44
3.1-3.5 Years 13.43 13.44
3.6-4.0 Years 13.44 13.47
4.1-4.5 Years 13.45 13.48
4.6-5.0 Years 13.45 13.49
5.1-5.5 Years 13.45 13.49
5.6-6.0 Years 13.45 13.50
6.1-6.5 Years 13.46 13.50
6.6-7.0 Years 13.46 13.50
7.1-7.5 Years 13.47 13.50
7.6-8.0 Years 13.47 13.50
8.1-8.5 Years 13.47 13.51
8.6-9.0 Years 13.47 13.51
9.1-9.5 Years 13.48 13.52
9.5-10.0 Years 13.48 13.52
15 Years 13.80 13.85
20 Years 13.90 13.95
30 Years 13.95 14.00
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FIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years N/A N/A
0.6-1.0 Years N/A N/A
1.1-1.5 Years N/A N/A
1.6-2.0 Years N/A N/A
2.1-2.5 Years N/A N/A
2.6-3.0 Years N/A N/A
3.1-3.5 Years N/A N/A
3.6-4.0 Years N/A N/A
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 13.25 13.40
3 Months 13.30 13.40
6 Months 13.35 13.50
12 Months 13.50 13.75
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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 13.15 13.20
8-15 Days 13.15 13.18
16-30 Days 13.16 13.20
31-60 Days 13.12 13.16
61-90 Days 13.08 13.12
91-120 Days 13.16 13.20
121-180 Days 13.22 13.25
181-270 Days 13.28 13.30
271-365 Days 13.30 13.33
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Kerb Market FX Rate
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Currency Bid Offer
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USD 85.85 86.15
EUR 120.85 122.63
GBP 137.78 139.76
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