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Print 2009-08-13
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (August 12, 2009).
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (August 12, 2009).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 11.50%-12.00%. In Repo, major deals were done in the range of 10.50%-11.75%. Money Market closed at the level of 10.50%-11.00%. For Thursday it is expected that money market would trade at the level of 12.00%-13.00%.
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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 9.00 11.75 9.50 12.00 10.56
1-Week 11.00 11.75 11.50 12.00 11.56
2-Week 11.40 11.80 11.75 12.10 11.76
1-Month 11.25 12.00 11.75 12.10 11.78
2-Months 11.25 11.90 11.50 12.10 11.69
3-Months 11.25 12.00 11.50 12.10 11.71
4-Months 11.00 11.75 11.40 12.00 11.54
5-Months 11.00 11.75 11.40 12.00 11.54
6-Months 11.00 11.75 11.45 12.00 11.55
9-Months 11.10 11.80 11.50 12.10 11.63
1-Year 11.10 11.90 11.50 12.10 11.65
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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 9.50 11.75 10.00 12.00 10.81
1-Week 11.50 12.10 12.00 12.40 12.00
2-Week 11.50 12.10 12.00 12.40 12.00
1-Month 11.75 12.20 12.00 12.50 12.11
2-Months 11.50 12.25 11.60 12.40 11.94
3-Months 11.50 12.30 11.75 12.50 12.01
4-Months 11.50 12.30 11.75 12.50 12.01
5-Months 11.50 12.40 11.80 12.50 12.05
6-Months 11.50 12.40 11.80 12.60 12.08
9-Months 11.60 12.45 11.90 12.60 12.14
1-Year 11.60 12.50 11.90 12.60 12.15
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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 12.25
0.6-1.0 Years 12.15 12.25
1.1-1.5 Years 12.00 12.15
1.6-2.0 Years 11.80 12.00
2.1-2.5 Years 11.80 11.85
2.6-3.0 Years 11.80 11.85
3.1-3.5 Years 11.80 11.85
3.6-4.0 Years 11.85 11.90
4.1-4.5 Years 11.85 11.90
4.6-5.0 Years 11.85 11.90
5.1-5.5 Years 11.85 11.90
5.6-6.0 Years 11.85 11.90
6.1-6.5 Years 11.90 11.95
6.6-7.0 Years 11.90 11.95
7.1-7.5 Years 11.90 11.95
7.6-8.0 Years 11.95 12.00
8.1-8.5 Years 11.95 12.00
8.6-9.0 Years 11.95 12.02
9.1-9.5 Years 11.98 12.04
9.5-10.0 Years 11.98 12.04
15 Years 12.40 12.60
20 Years 12.90 13.00
30 Years 13.20 13.40
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 12.00 12.50
3 Months 12.25 12.40
6 Months 12.25 12.50
12 Months 12.30 12.60
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T-Bill Secondary Market Data
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3 Months, 6 Months &
12 Months Instruments
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Days to Maturity Yield Range %
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0-7 Days 12.00-12.20
8-15 Days 11.90-12.00
16-30 Days 11.90-12.05
31-60 Days 12.00-12.10
61-90 Days 12.00-12.10
91-120 Days 12.05-12.15
121-180 Days 12.10-12.20
181-270 Days 12.10-12.20
271-365 Days 12.10-12.25
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Kerb Market FX Rate
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Currency Bid Offer
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USD 82.70 83.10
EUR 116.00 117.00
GBP 134.50 135.50
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