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Print 2005-09-17
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (September 16, 2005).
Money market report by Khadim Ali Shah Bukhari & Co on Friday (September 16, 2005).
DAILY MONEY MARKET COMMENTS: Today money market rates were initiated at the level of 7.00% - 8.00% and the first deal was witnessed at 7.35%. However in clean & call placements the overnight interest rates were at 7.50% - 8.50%. Today money market closed at 0.50%.
Keeping in view of today's interbank market we believe that on Saturday overnight repo rates will remain at 6.00% - 7.00%.
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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 0.50 7.50 0.50 8.00 4.13
1-Week 7.00 7.25 7.50 7.75 7.38
2-Week 7.75 7.90 8.05 8.15 7.96
1-Month 7.75 7.90 7.90 8.10 7.91
2-Months 7.80 8.00 8.00 8.20 8.00
3-Months 7.85 8.05 8.10 8.25 8.06
4-Months 7.90 8.10 8.20 8.35 8.14
5-Months 8.00 8.15 8.25 8.40 8.20
6-Months 8.10 8.25 8.30 8.45 8.28
9-Months 8.25 8.50 8.40 8.60 8.44
1-Year 8.45 8.65 8.70 8.80 8.65
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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 1.00 7.75 1.00 8.25 4.50
1-Week 7.50 7.75 7.75 8.00 7.75
2-Week 7.90 8.10 8.25 8.40 8.16
1-Month 8.00 8.75 8.50 9.00 8.56
2-Months 8.25 8.75 8.30 9.00 8.58
3-Months 8.25 9.00 8.60 9.25 8.78
4-Months 8.40 9.00 8.50 9.25 8.79
5-Months 8.40 9.00 8.75 9.25 8.85
6-Months 8.50 9.25 8.75 9.50 9.00
9-Months 8.75 9.40 9.20 9.60 9.24
1-Year 9.00 9.50 9.60 9.75 9.46
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 8.25 8.40
0.6-1.0 Years 8.50 8.70
1.1-1.5 Years 8.80 8.95
1.6-2.0 Years 8.90 9.05
2.1-2.5 Years 8.90 9.00
2.6-3.0 Years 8.95 9.10
3.1-3.5 Years 9.00 9.10
3.6-4.0 Years 9.05 9.15
4.1-4.5 Years 9.05 9.15
4.6-5.0 Years 9.10 9.20
5.1-5.5 Years 9.20 9.25
5.6-6.0 Years 9.25 9.30
6.1-6.5 Years 9.30 9.40
6.6-7.0 Years 9.35 9.45
7.1-7.5 Years 9.35 9.45
7.6-8.0 Years 9.25 9.40
8.1-8.5 Years 9.25 9.40
8.6-9.0 Years 9.05 9.20
15 Years 10.75 11.50
20 Years 11.75 12.50
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FIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 7.85 8.00
0.6-1.0 Years 8.50 8.65
1.1-1.5 Years 8.80 8.90
1.6-2.0 Years 9.00 9.15
2.1-2.5 Years 9.00 9.10
2.6-3.0 Years 9.05 9.20
3.1-3.5 Years 9.10 9.20
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 8.60 9.00
3 Months 9.00 9.40
6 Months 9.50 10.00
12 Months 10.00 10.50
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T-Bill Secondary Market Data
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3 Months, 6 Months &
12 Months Instruments
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Days to Maturity Yield Range %
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0-7 Days 7.75-8.25
8-15 Days 8.00-8.25
16-30 Days 8.00-8.15
31-60 Days 8.00-8.10
61-90 Days 8.05-8.12
91-120 Days 8.10-8.20
121-180 Days 8.10-8.25
181-270 Days 8.50-8.70
271-365 Days 8.70-8.80
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Kerb Market FX Rate
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Currency Bid Offer
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USD 60.04 60.08
EUR 73.45 73.55
GBP 108.40 108.50
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