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Print edition: 2011-03-06
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (March 05, 2011).
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (March 05, 2011).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 12.50% - 12.90%. In Repo, major deals were done in the range of 12.40% - 12.75%. Money Market closed at the level of 12.50% - 12.75%.
For Monday it is expected that money market would trade within the levels of 12.25% - 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 12.25 13.00 12.50 13.25 12.75
1-Week 11.50 12.85 12.80 12.90 12.51
2-Week 11.60 12.90 12.90 13.00 12.60
1-Month 11.90 12.95 12.90 13.00 12.69
2-Months 12.35 13.15 13.15 13.25 12.98
3-Months 12.40 13.20 13.20 13.30 13.03
4-Months 13.00 13.30 13.25 13.35 13.23
5-Months 13.20 13.45 13.40 13.50 13.39
6-Months 13.35 13.50 13.45 13.55 13.46
9-Months 13.40 13.60 13.50 13.65 13.54
1-Year 13.45 13.60 13.55 13.65 13.56
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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 12.25 13.10 12.50 13.25 12.78
1-Week 12.00 12.95 12.90 13.10 12.74
2-Week 12.40 13.00 13.00 13.15 12.89
1-Month 12.60 13.15 13.00 13.25 13.00
2-Months 12.90 13.40 13.30 13.50 13.28
3-Months 13.10 13.60 13.40 13.70 13.45
4-Months 13.25 13.65 13.45 13.75 13.53
5-Months 13.40 13.70 13.50 13.75 13.59
6-Months 13.50 13.75 13.70 13.90 13.71
9-Months 13.60 13.80 13.75 13.95 13.78
1-Year 13.50 13.90 13.80 14.00 13.80
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 13.75 13.80
0.6-1.0 Years 13.90 13.95
1.1-1.5 Years 13.95 14.00
1.6-2.0 Years 14.05 14.10
2.1-2.5 Years 14.10 14.15
2.6-3.0 Years 14.16 14.18
3.1-3.5 Years 14.18 14.20
3.6-4.0 Years 14.20 14.23
4.1-4.5 Years 14.20 14.23
4.6-5.0 Years 14.21 14.24
5.1-5.5 Years 14.21 14.24
5.6-6.0 Years 14.22 14.25
6.1-6.5 Years 14.22 14.25
6.6-7.0 Years 14.24 14.27
7.1-7.5 Years 14.24 14.27
7.6-8.0 Years 14.25 14.28
8.1-8.5 Years 14.25 14.28
8.6-9.0 Years 14.20 14.23
9.1-9.5 Years 14.18 14.22
9.5-10.0 Years 14.18 14.22
15 Years 14.50 14.55
20 Years 14.65 14.70
30 Years 14.75 14.80
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FIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years N/A N/A
0.6-1.0 Years N/A N/A
1.1-1.5 Years N/A N/A
1.6-2.0 Years N/A N/A
2.1-2.5 Years N/A N/A
2.6-3.0 Years N/A N/A
3.1-3.5 Years N/A N/A
3.6-4.0 Years N/A N/A
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 13.40 13.60
3 Months 13.60 13.75
6 Months 13.75 14.00
12 Months 13.90 14.20
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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 12.80 12.85
8-15 Days 12.85 12.90
16-30 Days 12.90 13.00
31-60 Days 13.05 13.10
61-90 Days 13.30 13.35
91-120 Days 13.45 13.50
121-180 Days 13.60 13.64
181-270 Days 13.62 13.68
271-365 Days 13.75 13.80
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Kerb Market FX Rate
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Currency Bid Offer
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USD 85.40 85.70
EUR 118.25 119.56
GBP 137.95 139.40
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