Money market report by Khadim Ali Shah Bukhari & Co on Monday (September 03, 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 8.00 10.40 8.25 10.40 9.26
1-Week 9.50 10.00 9.90 10.10 9.88
2-Week 9.75 10.15 10.00 10.25 10.04
1-Month 9.90 10.25 10.10 10.30 10.14
2-Months 10.00 10.20 10.15 10.25 10.15
3-Months 10.10 10.25 10.20 10.30 10.21
4-Months 10.15 10.25 10.25 10.30 10.24
5-Months 10.15 10.25 10.25 10.30 10.24
6-Months 10.20 10.30 10.30 10.35 10.29
9-Months 10.20 10.30 10.30 10.35 10.29
1-Year 10.25 10.35 10.30 10.40 10.33
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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 8.00 10.40 8.25 10.45 9.28
1-Week 9.50 10.10 10.00 10.25 9.96
2-Week 10.00 10.15 10.10 10.25 10.13
1-Month 10.15 10.35 10.30 10.40 10.30
2-Months 10.25 10.40 10.35 10.45 10.36
3-Months 10.25 10.40 10.40 10.45 10.38
4-Months 10.35 10.45 10.40 10.55 10.44
5-Months 10.35 10.50 10.40 10.55 10.45
6-Months 10.35 10.50 10.40 10.60 10.46
9-Months 10.40 10.50 10.45 10.60 10.49
1-Year 10.45 10.55 10.50 10.60 10.53
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 10.40 10.45
0.6-1.0 Years 10.44 10.48
1.1-1.5 Years 10.60 10.65
1.6-2.0 Years 10.65 10.70
2.1-2.5 Years 10.70 10.75
2.6-3.0 Years 10.80 10.85
3.1-3.5 Years 10.90 11.00
3.6-4.0 Years 11.32 11.35
4.1-4.5 Years 11.35 11.39
4.6-5.0 Years 11.35 11.39
5.1-5.5 Years 11.50 11.55
5.6-6.0 Years 11.55 11.60
6.1-6.5 Years 11.60 11.65
6.6-7.0 Years 11.65 11.70
7.1-7.5 Years 11.70 11.75
7.6-8.0 Years 11.70 11.75
8.1-8.5 Years 11.74 11.77
8.6-9.0 Years 11.68 11.72
9.1-9.5 Years 11.68 11.72
9.5-10.0 Years 11.65 11.70
15 Years 12.10 12.15
20 Years 12.20 12.25
30 Years 12.30 12.35
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 10.40 10.60
3 Months 10.50 10.60
6 Months 10.70 10.75
12 Months 10.75 11.00
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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 9.90 10.00
8-15 Days 10.00 10.15
16-30 Days 10.20 10.25
31-60 Days 10.28 10.32
61-90 Days 10.25 10.28
91-120 Days 10.25 10.28
121-180 Days 10.26 10.29
181-270 Days 10.27 10.30
271-365 Days 10.27 10.30
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Kerb Market FX Rate
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Currency Bid Offer
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USD 94.7 94.9
EUR 118.00 119.00
GBP 149.00 150.00
JPY 1.19 1.21
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