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Print 2005-12-23
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (December 22, 2005).
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (December 22, 2005).
DAILY MONEY MARKET COMMENTS: Today money market rates initiated at the level of 8.50% - 8.90%. However, in clean & call placements the overnight interest rates were at 9.25% - 10.25%. Today money market closed at the level of 8.90%.
Keeping in view today's interbank market we believe that on Friday overnight repo rates would remain at the level of 8.50% - 8.90%.
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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 8.50 8.75 8.75 8.90 8.73
1-Week 8.00 8.50 8.50 8.75 8.44
2-Week 8.35 8.50 8.40 8.75 8.50
1-Month 8.10 8.20 8.20 8.50 8.25
2-Months 8.10 8.25 8.25 8.40 8.25
3-Months 8.15 8.30 8.35 8.45 8.31
4-Months 8.15 8.30 8.30 8.40 8.29
5-Months 8.20 8.35 8.40 8.50 8.36
6-Months 8.20 8.35 8.40 8.60 8.39
9-Months 8.40 8.50 8.55 8.60 8.51
1-Year 8.50 8.55 8.60 8.70 8.59
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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 9.75 9.50 10.25 9.63
1-Week 9.25 9.50 9.75 10.00 9.63
2-Week 9.25 9.50 10.00 10.25 9.75
1-Month 9.50 10.00 9.75 10.50 9.94
2-Months 9.00 9.50 9.00 10.00 9.38
3-Months 8.90 9.25 9.25 9.75 9.29
4-Months 8.75 9.25 9.35 9.75 9.28
5-Months 8.90 9.50 9.50 10.00 9.48
6-Months 9.00 9.60 9.50 10.00 9.53
9-Months 9.00 9.75 9.60 10.20 9.64
1-Year 9.25 10.00 9.75 10.25 9.81
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 8.20 8.50
0.6-1.0 Years 8.38 8.77
1.1-1.5 Years 8.80 8.85
1.6-2.0 Years 8.85 9.00
2.1-2.5 Years 8.85 8.95
2.6-3.0 Years 8.95 9.00
3.1-3.5 Years 9.00 9.10
3.6-4.0 Years 9.00 9.20
4.1-4.5 Years 9.00 9.15
4.6-5.0 Years 9.00 9.15
5.1-5.5 Years 9.05 9.20
5.6-6.0 Years 9.12 9.24
6.1-6.5 Years 9.15 9.20
6.6-7.0 Years 9.20 9.36
7.1-7.5 Years 9.25 9.35
7.6-8.0 Years 9.32 9.40
8.1-8.5 Years 9.35 9.45
8.6-9.0 Years 9.03 9.09
15 Years 10.20 10.40
20 Years 10.70 10.90
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FIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 8.10 8.30
0.6-1.0 Years 8.40 8.75
1.1-1.5 Years 8.80 8.90
1.6-2.0 Years 8.95 9.10
2.1-2.5 Years 8.95 9.05
2.6-3.0 Years 9.05 9.10
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 9.75 10.25
3 Months 10.00 10.50
6 Months 10.50 11.00
12 Months 10.50 11.50
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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 8.35-9.00
8-15 Days 8.40-9.00
16-30 Days 8.20-8.50
31-60 Days 8.10-8.35
61-90 Days 8.10-8.40
91-120 Days 8.20-8.45
121-180 Days 8.30-8.50
181-270 Days 8.38-8.70
271-365 Days 8.70-8.77
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Kerb Market FX Rate
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Currency Bid Offer
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USD 60.05 60.15
EUR 70.80 71.00
GBP 104.40 105.00
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