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Print edition: 2011-12-20
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Monday (December 19, 2011).
Money market report by Khadim Ali Shah Bukhari & Co on Monday (December 19, 2011).
DAILY MONEY MARKET COMMENTS: The market opened within the range of 10.25% - 10.75%. Major trades were executed within the range of 10.50% - 11.50%; however the market gradually gained momentum and closed at the top level of 11.90%.
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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 10.00 11.75 10.40 11.90 11.01
1-Week 11.20 11.60 11.40 11.70 11.48
2-Week 11.35 11.65 11.40 11.75 11.54
1-Month 11.50 11.75 11.75 11.80 11.70
2-Months 11.65 11.85 11.80 11.85 11.79
3-Months 11.70 11.80 11.80 11.85 11.79
4-Months 11.70 11.75 11.80 11.85 11.78
5-Months 11.70 11.80 11.80 11.85 11.79
6-Months 11.65 11.75 11.80 11.85 11.76
9-Months 11.70 11.85 11.85 11.90 11.83
1-Year 11.70 11.85 11.85 11.90 11.83
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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 10.00 11.75 10.40 11.90 11.01
1-Week 11.30 11.70 11.60 11.75 11.59
2-Week 11.40 11.85 11.80 11.95 11.75
1-Month 11.70 11.90 11.90 12.00 11.88
2-Months 11.70 11.90 11.85 12.00 11.86
3-Months 11.80 11.90 11.85 12.00 11.89
4-Months 11.80 11.90 11.90 12.00 11.90
5-Months 11.85 11.90 11.90 12.00 11.91
6-Months 11.85 11.95 11.95 12.00 11.94
9-Months 11.85 12.00 12.00 12.10 11.99
1-Year 11.90 12.00 12.10 12.15 12.04
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 11.95 12.00
0.6-1.0 Years 12.00 12.10
1.1-1.5 Years 12.25 12.30
1.6-2.0 Years 12.30 12.35
2.1-2.5 Years 12.35 12.40
2.6-3.0 Years 12.40 12.45
3.1-3.5 Years 12.50 12.55
3.6-4.0 Years 12.50 12.55
4.1-4.5 Years 12.60 12.65
4.6-5.0 Years 12.70 12.75
5.1-5.5 Years 12.70 12.75
5.6-6.0 Years 12.65 12.70
6.1-6.5 Years 12.65 12.70
6.6-7.0 Years 12.65 12.70
7.1-7.5 Years 12.72 12.76
7.6-8.0 Years 12.72 12.76
8.1-8.5 Years 12.70 12.75
8.6-9.0 Years 12.70 12.72
9.1-9.5 Years 12.70 12.72
9.5-10.0 Years 12.65 12.70
15 Years 12.90 13.00
20 Years 13.00 13.10
30 Years 13.10 13.20
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 12.40 12.60
3 Months 12.25 12.50
6 Months 12.40 12.60
12 Months 12.50 12.75
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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 11.40 11.50
8-15 Days 11.50 11.60
16-30 Days 11.75 11.80
31-60 Days 11.78 11.80
61-90 Days 11.82 11.86
91-120 Days 11.85 11.88
121-180 Days 11.85 11.90
181-270 Days 11.94 11.97
271-365 Days 11.95 11.98
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Kerb Market FX Rate
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Currency Bid Offer
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GBP 139 140
USD 89.90 90.20
EUR 116.50 118.50
JPY 1.13 1.18
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