Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (September 16, 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 13.00 13.40 13.25 13.40 13.26
1-Week 13.15 13.30 13.25 13.35 13.26
2-Week 13.15 13.30 13.25 13.35 13.26
1-Month 13.00 13.20 13.25 13.30 13.19
2-Months 13.00 13.20 13.25 13.30 13.19
3-Months 13.00 13.25 13.25 13.35 13.21
4-Months 13.00 13.25 13.25 13.35 13.21
5-Months 13.00 13.25 13.25 13.30 13.20
6-Months 13.05 13.20 13.25 13.30 13.20
9-Months 13.15 13.30 13.35 13.40 13.30
1-Year 13.20 13.35 13.35 13.40 13.33
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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 13.00 13.40 13.25 13.45 13.28
1-Week 13.15 13.30 13.30 13.40 13.29
2-Week 13.15 13.30 13.30 13.35 13.28
1-Month 13.05 13.25 13.25 13.30 13.21
2-Months 13.05 13.25 13.30 13.35 13.24
3-Months 13.05 13.25 13.30 13.35 13.24
4-Months 13.10 13.30 13.30 13.35 13.26
5-Months 13.10 13.35 13.30 13.40 13.29
6-Months 13.10 13.35 13.35 13.40 13.30
9-Months 13.15 13.35 13.40 13.45 13.34
1-Year 13.20 13.45 13.40 13.50 13.39
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 13.26 13.28
0.6-1.0 Years 13.30 13.33
1.1-1.5 Years 13.25 13.28
1.6-2.0 Years 13.20 13.22
2.1-2.5 Years 13.20 13.22
2.6-3.0 Years 13.19 13.21
3.1-3.5 Years 13.18 13.20
3.6-4.0 Years 13.18 13.21
4.1-4.5 Years 13.19 13.22
4.6-5.0 Years 13.19 13.22
5.1-5.5 Years 13.20 13.22
5.6-6.0 Years 13.20 13.23
6.1-6.5 Years 13.20 13.23
6.6-7.0 Years 13.21 13.24
7.1-7.5 Years 13.21 13.24
7.6-8.0 Years 13.20 13.22
8.1-8.5 Years 13.18 13.20
8.6-9.0 Years 13.18 13.20
9.1-9.5 Years 13.13 13.18
9.5-10.0 Years 13.13 13.17
15 Years 13.50 13.55
20 Years 13.65 13.70
30 Years 13.75 13.85
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 13.30 13.40
3 Months 13.30 13.40
6 Months 13.40 13.50
12 Months 13.50 13.75
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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 13.35 13.40
8-15 Days 13.30 13.35
16-30 Days 13.30 13.35
31-60 Days 13.28 13.32
61-90 Days 13.26 13.29
91-120 Days 13.26 13.29
121-180 Days 13.28 13.32
181-270 Days 13.30 13.34
271-365 Days 13.32 13.35
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Kerb Market FX Rate
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Currency Bid Offer
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USD 87.70 88.10
EUR 119.60 120.88
GBP 137.43 138.83
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