Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (December 15, 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 9.00 9.10 9.00 9.10 9.05
1-Week 11.00 11.30 11.40 11.45 11.29
2-Week 11.40 11.50 11.60 11.70 11.55
1-Month 11.60 11.70 11.75 11.80 11.71
2-Months 11.70 11.80 11.80 11.85 11.79
3-Months 11.70 11.80 11.80 11.85 11.79
4-Months 11.70 11.75 11.80 11.85 11.78
5-Months 11.70 11.80 11.80 11.85 11.79
6-Months 11.65 11.75 11.80 11.85 11.76
9-Months 11.70 11.85 11.85 11.90 11.83
1-Year 11.70 11.85 11.85 11.90 11.83
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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 9.00 9.10 9.00 9.10 9.05
1-Week 11.00 11.40 11.40 11.60 11.35
2-Week 11.50 11.80 11.70 11.80 11.70
1-Month 11.70 11.85 11.90 12.00 11.86
2-Months 11.80 11.90 11.85 12.00 11.89
3-Months 11.80 11.90 11.85 11.95 11.88
4-Months 11.80 11.90 11.90 11.95 11.89
5-Months 11.85 11.90 11.90 12.00 11.91
6-Months 11.85 11.95 11.95 12.00 11.94
9-Months 11.85 12.00 12.00 12.10 11.99
1-Year 11.90 12.00 12.10 12.15 12.04
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 11.95 12.00
0.6-1.0 Years 12.00 12.10
1.1-1.5 Years 12.25 12.30
1.6-2.0 Years 12.30 12.35
2.1-2.5 Years 12.35 12.40
2.6-3.0 Years 12.40 12.45
3.1-3.5 Years 12.50 12.55
3.6-4.0 Years 12.50 12.55
4.1-4.5 Years 12.60 12.65
4.6-5.0 Years 12.70 12.75
5.1-5.5 Years 12.70 12.75
5.6-6.0 Years 12.65 12.70
6.1-6.5 Years 12.65 12.70
6.6-7.0 Years 12.65 12.70
7.1-7.5 Years 12.65 12.70
7.6-8.0 Years 12.68 12.72
8.1-8.5 Years 12.70 12.73
8.6-9.0 Years 12.70 12.74
9.1-9.5 Years 12.66 12.70
9.5-10.0 Years 12.65 12.70
15 Years 12.90 13.00
20 Years 13.00 13.10
30 Years 13.10 13.20
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 12.50 12.70
3 Months 12.40 12.60
6 Months 12.40 12.60
12 Months 12.50 12.75
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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 11.40 11.50
8-15 Days 11.55 11.65
16-30 Days 11.72 11.76
31-60 Days 11.76 11.80
61-90 Days 11.78 11.81
91-120 Days 11.82 11.84
121-180 Days 11.82 11.85
181-270 Days 11.92 11.96
271-365 Days 11.94 11.97
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Kerb Market FX Rate
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Currency Bid Offer
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GBP 138 139
USD 89.70 89.90
EUR 116.00 117.00
JPY 1.09 1.15
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