Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (February 18, 2011).
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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 11.50 13.25 11.75 13.40 12.48
1-Week 11.60 12.90 12.60 12.95 12.51
2-Week 11.70 12.90 12.75 13.00 12.59
1-Month 11.90 12.90 12.85 13.00 12.66
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 12.00 13.25 12.10 13.40 12.69
1-Week 12.25 13.00 12.80 13.10 12.79
2-Week 12.50 13.00 12.85 13.10 12.86
1-Month 12.60 13.10 12.90 13.20 12.95
2-Months 12.90 13.35 13.30 13.40 13.24
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 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 14.10 14.15
2.6-3.0 Year 14.10 14.15
3.1-3.5 Years 14.15 14.18
3.6-4.0 Year 14.16 14.18
4.1-4.5 Year 14.18 14.20
4.6-5.0 Years 14.18 14.20
5.1-5.5 Years 14.20 14.22
5.6-6.0 Years 14.20 14.22
6.1-6.5 Years 14.24 14.26
6.6-7.0 Years 14.24 14.26
7.1-7.5 Years 14.24 14.26
7.6-8.0 Years 14.23 14.25
8.1-8.5 Years 14.22 14.24
8.6-9.0 Years 14.22 14.24
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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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 13.25 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 12.70 12.75
8-15 Days 12.85 12.90
16-30 Days 12.90 12.95
31-60 Days 13.05 13.10
61-90 Days 13.32 13.38
91-120 Days 13.45 13.50
121-180 Days 13.58 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 85.20 85.70
EUR 114.66 116.01
GBP 135.54 137.68
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