Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (August 28, 2012).
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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 7.50 7.75 7.60 7.90 7.69
1-Week 9.00 9.50 9.25 9.60 9.34
2-Week 9.50 9.75 9.90 10.00 9.79
1-Month 9.75 10.15 10.10 10.30 10.08
2-Months 10.20 10.30 10.25 10.40 10.29
3-Months 10.20 10.30 10.35 10.40 10.31
4-Months 10.20 10.35 10.35 10.40 10.33
5-Months 10.20 10.35 10.35 10.40 10.33
6-Months 10.30 10.40 10.40 10.45 10.39
9-Months 10.35 10.40 10.40 10.45 10.40
1-Year 10.35 10.45 10.40 10.50 10.43
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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 7.50 7.75 7.60 8.00 7.71
1-Week 9.25 9.65 9.50 9.75 9.54
2-Week 9.60 9.90 9.80 10.00 9.83
1-Month 10.00 10.25 10.20 10.35 10.20
2-Months 10.15 10.40 10.35 10.45 10.34
3-Months 10.25 10.40 10.40 10.45 10.38
4-Months 10.35 10.45 10.45 10.55 10.45
5-Months 10.40 10.50 10.45 10.55 10.48
6-Months 10.40 10.50 10.45 10.60 10.49
9-Months 10.45 10.50 10.50 10.60 10.51
1-Year 10.50 10.55 10.55 10.65 10.56
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 10.45 10.48
0.6-1.0 Years 10.48 10.52
1.1-1.5 Years 11.00 11.05
1.6-2.0 Years 10.88 10.92
2.1-2.5 Years 10.95 11.00
2.6-3.0 Years 10.98 11.04
3.1-3.5 Years 11.25 11.30
3.6-4.0 Years 11.35 11.40
4.1-4.5 Years 11.50 11.55
4.6-5.0 Years 11.58 11.62
5.1-5.5 Years 11.65 11.70
5.6-6.0 Years 11.75 11.80
6.1-6.5 Years 11.85 11.88
6.6-7.0 Years 11.88 11.92
7.1-7.5 Years 11.94 11.98
7.6-8.0 Years 11.95 11.98
8.1-8.5 Years 12.00 12.02
8.6-9.0 Years 12.00 12.02
9.1-9.5 Years 11.97 12.00
9.5-10.0 Years 11.97 12.00
15 Years 12.45 12.50
20 Years 12.55 12.60
30 Years 12.60 12.65
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 10.50 10.75
3 Months 10.60 10.90
6 Months 10.75 11.00
12 Months 10.90 11.20
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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 9.25 9.50
8-15 Days 9.75 10.00
16-30 Days 10.10 10.15
31-60 Days 10.30 10.35
61-90 Days 10.35 10.38
91-120 Days 10.38 10.40
121-180 Days 10.38 10.41
181-270 Days 10.41 10.44
271-365 Days 10.43 10.45
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Kerb Market FX Rate
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Currency Bid Offer
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USD 94.9 95.2
EUR 118.00 119.00
GBP 149.00 150.00
JPY 1.19 1.21
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