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Print edition: 2011-02-16
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (February 15, 2011).
2 min
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (February 15, 2011).
For Thursday it is expected that money market would trade within the levels of 11.75% - 12.50%.
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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 11.10 12.60 11.25 12.75 11.93
1-Week 11.60 12.50 12.60 12.70 12.35
2-Week 11.65 12.70 12.70 12.80 12.46
1-Month 12.00 12.90 12.85 12.95 12.68
2-Months 12.50 13.15 13.15 13.25 13.01
3-Months 12.90 13.20 13.20 13.30 13.15
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 11.10 12.70 11.25 12.80 11.96
1-Week 12.00 12.85 12.70 13.00 12.64
2-Week 12.40 12.90 12.80 13.00 12.78
1-Month 12.60 12.95 12.95 13.10 12.90
2-Months 12.90 13.30 13.25 13.35 13.20
3-Months 13.10 13.50 13.35 13.60 13.39
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 13.40 13.75 13.65 13.90 13.68
9-Months 13.50 13.75 13.70 13.90 13.71
1-Year 13.50 13.80 13.75 13.90 13.74
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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 14.00
1.1-1.5 Years 14.00 14.10
1.6-2.0 Years 14.10 14.15
2.1-2.5 Years 14.15 14.19
2.6-3.0 Year 14.15 14.20
3.1-3.5 Years 14.16 14.21
3.6-4.0 Year 14.18 14.22
4.1-4.5 Year 14.18 14.22
4.6-5.0 Years 14.20 14.23
5.1-5.5 Years 14.20 14.23
5.6-6.0 Years 14.21 14.24
6.1-6.5 Years 14.22 14.25
6.6-7.0 Years 14.22 14.25
7.1-7.5 Years 14.23 14.25
7.6-8.0 Years 14.23 14.25
8.1-8.5 Years 14.24 14.28
8.6-9.0 Years 14.24 14.28
9.1-9.5 Years 14.26 14.30
9.5-10.0 Years 14.25 14.28
15 Years 14.55 14.60
20 Years 14.70 14.75
30 Years 14.75 14.85
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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 13.20 13.40
3 Months 13.50 13.90
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 12.75 12.80
8-15 Days 12.85 12.90
16-30 Days 12.95 13.00
31-60 Days 13.00 13.05
61-90 Days 13.25 13.32
91-120 Days 13.45 13.50
121-180 Days 13.55 13.60
181-270 Days 13.60 13.65
271-365 Days 13.72 13.78
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Kerb Market FX Rate
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Currency Bid Offer
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USD 85.20 85.70
EUR 114.66 116.01
GBP 135.54 137.68
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