Print
Print 2006-07-28
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (July 27, 2006).
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (July 27, 2006).
DAILY MONEY MARKET COMMENTS: The money market rates initiated within the band of 8.25% - 8.90%. As the day progressed most of the trades were seen within the band of 8.25% - 8.50% and closed within the level of 8.75%. The overnight rates in call and clean were seen within the vicinity of 9.00% - 9.75%.
As for Friday it is expected that money market would remain within the band of 8.50% - 8.90%.
=================================================================
Repo Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 8.00 8.75 8.25 8.90 8.48
1-Week 8.20 8.50 8.40 8.70 8.45
2-Weeks 8.25 8.60 8.50 8.75 8.53
1-Month 8.20 8.50 8.40 8.65 8.44
2-Months 8.35 8.65 8.45 8.75 8.55
3-Months 8.35 8.70 8.50 8.80 8.59
4-Months 8.40 8.75 8.60 8.80 8.64
5-Months 8.50 8.75 8.65 8.80 8.68
6-Months 8.55 8.75 8.65 8.85 8.70
9-Months 8.60 8.80 8.70 8.90 8.75
1-Year 8.70 8.80 8.75 8.90 8.79
=================================================================
Call Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 9.00 9.25 9.25 9.50 9.25
1-Week 9.00 9.50 9.25 9.75 9.38
2-Weeks 9.00 9.50 9.25 9.75 9.38
1-Month 9.25 9.50 9.50 10.00 9.56
2-Months 9.50 9.75 9.90 10.25 9.85
3-Months 9.50 10.00 9.75 10.25 9.88
4-Months 9.50 10.00 10.00 10.50 10.00
5-Months 9.75 10.25 10.25 10.50 10.19
6-Months 10.00 10.50 10.25 10.75 10.38
9-Months 10.25 10.50 10.50 11.00 10.56
1-Year 10.50 11.00 11.00 11.50 11.00
=================================================================
=================================
PIB Secondary Market Data
---------------------------------
Maturity Yield Range
=================================
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
=================================
FIB Secondary Market Data
---------------------------------
Maturity Yield Range
=================================
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
=================================
Clean Deposit Market
---------------------------------
Tenor Range (% p a)
=================================
1 Month 9.50 10.50
3 Months 10.25 10.75
6 Months 10.50 11.00
12 Months 11.00 12.00
=================================
T-Bill Secondary Market Data
=================================
3 Months, 6 Months &
12 Months Instruments
=================================
Days to Maturity Yield Range %
=================================
0-7 Days 8.50-9.00
8-15 Days 8.50-8.75
16-30 Days 8.40-8.60
31-60 Days 8.40-8.60
61-90 Days 8.35-8.45
91-120 Days 8.50-8.65
121-180 Days 8.50-8.65
181-270 Days 8.65-8.70
271-365 Days 8.70-8.75
=================================
Kerb Market FX Rate
---------------------------------
Currency Bid Offer
---------------------------------
USD 60.90 61.00
EUR 77.10 77.30
GBP 112.30 112.60
=================================
Comments
Comments are closed.