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Print 2006-07-12
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (July 11, 2006).
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (July 11, 2006).
DAILY MONEY MARKET COMMENTS: The money market rates initiated within the band of 6.50% - 7.25%. As the day progressed most of the trades were seen in the vicinity of 6.50% - 7.00%. Money market closed at the levels of 1.50% - 2.00%.
As for Wednesday it is expected that money market would remain within the band of 6.50% - 7.50%, if SBP conducts an OMO.
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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 1.00 6.75 1.50 7.00 4.06
1-Week 6.50 7.50 7.00 7.60 7.15
2-Weeks 7.00 7.50 7.40 7.80 7.43
1-Month 7.75 8.10 7.90 8.25 8.00
2-Months 8.15 8.30 8.25 8.40 8.28
3-Months 8.25 8.50 8.35 8.50 8.40
4-Months 8.30 8.55 8.40 8.65 8.48
5-Months 8.40 8.55 8.50 8.70 8.54
6-Months 8.40 8.65 8.50 8.70 8.56
9-Months 8.50 8.70 8.65 8.80 8.66
1-Year 8.70 8.80 8.75 8.85 8.78
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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 1.50 6.75 2.00 7.25 4.38
1-Week 7.25 7.75 7.60 8.00 7.65
2-Weeks 7.50 8.00 7.75 8.25 7.88
1-Month 8.25 8.75 8.50 9.00 8.63
2-Months 8.60 9.25 8.90 9.40 9.04
3-Months 8.75 9.25 9.15 9.50 9.16
4-Months 8.90 9.40 9.25 9.60 9.29
5-Months 9.00 9.40 9.25 9.60 9.31
6-Months 9.10 9.50 9.25 9.60 9.36
9-Months 9.25 9.75 9.60 10.00 9.65
1-Year 9.50 9.75 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 8.60 8.70
0.6-1.0 Years 8.80 8.90
1.1-1.5 Years 8.90 9.05
1.6-2.0 Years 9.20 9.30
2.1-2.5 Years 9.20 9.30
2.6-3.0 Years 9.25 9.35
3.1-3.5 Years 9.20 9.40
3.6-4.0 Years 9.35 9.45
4.1-4.5 Years 9.40 9.45
4.6-5.0 Years 9.50 9.60
5.1-5.5 Years 9.55 9.60
5.6-6.0 Years 9.55 9.65
6.1-6.5 Years 9.60 9.65
6.6-7.0 Years 9.55 9.65
7.1-7.5 Years 9.55 9.65
7.6-8.0 Years 9.60 9.70
8.1-8.5 Years 9.60 9.70
9.5-10.0 Years 9.80 9.85
15 Years 10.50 11.00
20 Years 10.75 11.25
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FIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 8.60 8.70
0.6-1.0 Years 8.80 8.90
1.1-1.5 Years 8.90 9.05
1.6-2.0 Years 9.20 9.30
2.1-2.5 Years 9.20 9.30
2.6-3.0 Years 9.25 9.35
3.1-3.5 Years 9.20 9.40
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 8.75 9.25
3 Months 9.50 10.00
6 Months 10.00 10.50
12 Months 10.75 11.25
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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 8.00-8.50
8-15 Days 7.90-8.25
16-30 Days 8.00-8.30
31-60 Days 8.20-8.40
61-90 Days 8.20-8.35
91-120 Days 8.40-8.50
121-180 Days 8.45-8.55
181-270 Days 8.60-8.70
271-365 Days 8.70-8.75
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Kerb Market FX Rate
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Currency Bid Offer
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USD 60.70 60.80
EUR 77.10 77.60
GBP 111.60 111.80
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