Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (January 18, 2012).
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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 11.90 11.75 11.90 11.76
1-Week 11.30 11.70 11.70 11.80 11.63
2-Week 11.40 11.75 11.75 11.85 11.69
1-Month 11.50 11.75 11.75 11.80 11.70
2-Months 11.60 11.80 11.75 11.85 11.75
3-Months 11.65 11.80 11.75 11.85 11.76
4-Months 11.65 11.80 11.75 11.85 11.76
5-Months 11.70 11.80 11.80 11.85 11.79
6-Months 11.70 11.80 11.80 11.85 11.79
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 11.50 11.90 11.75 11.90 11.76
1-Week 11.40 11.80 11.75 11.85 11.70
2-Week 11.50 11.85 11.75 11.90 11.75
1-Month 11.75 11.85 11.80 11.95 11.84
2-Months 11.75 11.85 11.85 11.95 11.85
3-Months 11.75 11.85 11.90 11.95 11.86
4-Months 11.70 11.85 11.90 11.95 11.85
5-Months 11.80 11.90 11.90 12.00 11.90
6-Months 11.80 11.90 11.90 12.00 11.90
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 11.90 11.95
0.6-1.0 Years 11.95 12.00
1.1-1.5 Years 11.95 12.00
1.6-2.0 Years 12.00 12.03
2.1-2.5 Years 12.00 12.03
2.6-3.0 Years 12.01 12.04
3.1-3.5 Years 12.20 12.25
3.6-4.0 Years 12.30 12.35
4.1-4.5 Years 12.42 12.46
4.6-5.0 Years 12.42 12.46
5.1-5.5 Years 12.48 12.52
5.6-6.0 Years 12.48 12.52
6.1-6.5 Years 12.50 12.55
6.6-7.0 Years 12.50 12.55
7.1-7.5 Years 12.50 12.56
7.6-8.0 Years 12.50 12.56
8.1-8.5 Years 12.48 12.52
8.6-9.0 Years 12.48 12.52
9.1-9.5 Years 12.46 12.50
9.5-10.0 Years 12.44 12.48
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 11.90 12.00
3 Months 12.10 12.30
6 Months 12.25 12.40
12 Months 12.30 12.50
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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 11.65 11.70
8-15 Days 11.64 11.68
16-30 Days 11.65 11.70
31-60 Days 11.66 11.69
61-90 Days 11.66 11.69
91-120 Days 11.69 11.72
121-180 Days 11.74 11.77
181-270 Days 11.78 11.82
271-365 Days 11.82 11.85
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Kerb Market FX Rate
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Currency Bid Offer
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GBP 139 141
USD 90.50 91.00
EUR 115.00 117.00
JPY 1.14 1.18
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