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Print edition: 2012-03-23
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (March 22, 2012).
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (March 22, 2012).
DAILY MONEY MARKET COMMENTS: The interbank market initiated within the range of 9.10% - 9.50%, but soon lost momentum as major trades were executed at the lowest level of 9% - 9.10% and the market closed within the same range.
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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 9.05 9.15 9.10 9.20 9.13
1-Week 10.00 10.30 10.15 10.35 10.20
2-Week 10.75 11.15 11.00 11.25 11.04
1-Month 11.25 11.40 11.40 11.60 11.41
2-Months 11.60 11.75 11.70 11.80 11.71
3-Months 11.65 11.75 11.80 11.85 11.76
4-Months 11.65 11.80 11.80 11.85 11.78
5-Months 11.75 11.85 11.85 11.90 11.84
6-Months 11.75 11.85 11.85 11.90 11.84
9-Months 11.80 11.90 11.85 11.95 11.88
1-Year 11.80 11.90 11.85 11.95 11.88
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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 9.05 9.15 9.10 9.25 9.14
1-Week 10.10 10.40 10.25 10.50 10.31
2-Week 11.00 11.40 11.25 11.50 11.29
1-Month 11.40 11.80 11.60 11.85 11.66
2-Months 11.65 11.85 11.75 11.90 11.79
3-Months 11.70 11.85 11.80 11.95 11.83
4-Months 11.75 11.90 11.85 11.95 11.86
5-Months 11.80 11.90 11.85 11.95 11.88
6-Months 11.85 11.95 11.90 12.00 11.93
9-Months 11.85 12.00 11.90 12.10 11.96
1-Year 11.90 12.10 12.00 12.20 12.05
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 12.10 12.15
0.6-1.0 Years 12.25 12.30
1.1-1.5 Years 12.30 12.35
1.6-2.0 Years 12.35 12.40
2.1-2.5 Years 12.50 12.55
2.6-3.0 Years 12.65 12.70
3.1-3.5 Years 12.60 12.65
3.6-4.0 Years 12.90 12.95
4.1-4.5 Years 13.04 13.08
4.6-5.0 Years 13.04 13.08
5.1-5.5 Years 13.05 13.10
5.6-6.0 Years 13.05 13.10
6.1-6.5 Years 13.15 13.20
6.6-7.0 Years 13.15 13.20
7.1-7.5 Years 13.20 13.24
7.6-8.0 Years 13.20 13.24
8.1-8.5 Years 13.22 13.28
8.6-9.0 Years 13.22 13.28
9.1-9.5 Years 13.25 13.30
9.5-10.0 Years 13.25 13.30
15 Years 13.40 13.45
20 Years 13.50 13.55
30 Years 13.60 13.65
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 11.90 12.10
3 Months 12.30 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 10.50 10.75
8-15 Days 11.25 11.40
16-30 Days 11.35 11.45
31-60 Days 11.65 11.70
61-90 Days 11.75 11.80
91-120 Days 11.88 11.90
121-180 Days 11.90 11.93
181-270 Days 11.93 11.95
271-365 Days 11.98 12.00
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Kerb Market FX Rate
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Currency Bid Offer
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GBP 144 145
USD 90.90 91.20
EUR 120.00 121.00
JPY 1.07 1.12
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