Print
Print 2006-10-20
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (October 19, 2006).
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (October 19, 2006).
DAILY MONEY MARKET COMMENTS: Today money market initiated at the level of 8.50% - 8.75%. As the day progressed most of the trades in Repo at the level of 8.75% - 9.25%. The overnight rates in Call and Clean were seen within the vicinity of 9.50%-10.50%. Market closed at the level of 8.50%.
For Friday it is expected that money market would remain within the band of 8.50%-9.00%.
=================================================================
Repo Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 8.50 9.40 8.75 9.40 9.01
1-Week 8.75 9.10 9.00 9.25 9.03
2-Weeks 8.70 9.00 8.80 9.10 8.90
1-Month 8.60 8.75 8.70 8.90 8.74
2-Months 8.50 8.75 8.65 8.90 8.70
3-Months 8.55 8.80 8.70 9.00 8.76
4-Months 8.60 8.90 8.75 9.15 8.85
5-Months 8.65 8.90 8.80 9.15 8.88
6-Months 8.70 9.00 8.85 9.20 8.94
9-Months 8.75 9.00 9.00 9.25 9.00
1-Year 8.85 9.10 9.10 9.35 9.10
=================================================================
Call Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 9.50 10.00 9.75 10.25 9.88
1-Week 9.50 9.75 9.75 10.25 9.81
2-Weeks 9.50 10.00 9.75 10.25 9.88
1-Month 9.75 10.25 10.00 10.50 10.13
2-Months 9.75 10.25 10.00 10.50 10.13
3-Months 9.75 10.50 10.25 10.75 10.31
4-Months 9.75 10.50 10.25 10.75 10.31
5-Months 9.75 10.50 10.25 10.75 10.31
6-Months 10.25 10.75 10.50 11.00 10.63
9-Months 10.25 10.75 10.50 11.00 10.63
1-Year 10.50 10.75 11.00 11.25 10.88
=================================================================
=================================
PIB Secondary Market Data
---------------------------------
Maturity Yield Range
=================================
0.1-0.5 Years 8.85 8.90
0.6-1.0 Years 8.95 9.05
1.1-1.5 Years 9.10 9.25
1.6-2.0 Years 9.35 9.40
2.1-2.5 Years 9.25 9.35
2.6-3.0 Years 9.30 9.45
3.1-3.5 Years 9.45 9.60
3.6-4.0 Years 9.60 9.70
4.1-4.5 Years 9.65 9.75
4.6-5.0 Years 9.70 9.85
5.1-5.5 Years 9.75 9.85
5.6-6.0 Years 9.80 9.90
6.1-6.5 Years 9.85 10.00
6.6-7.0 Years 9.85 10.00
7.1-7.5 Years 9.90 10.15
7.6-8.0 Years 9.90 10.15
8.1-8.5 Years 10.00 10.10
9.5-10.0 Years 10.10 10.25
15 Years 11.00 11.25
20 Years 11.25 11.50
=================================
FIB Secondary Market Data
---------------------------------
Maturity Yield Range
=================================
0.1-0.5 Years 8.85 8.90
0.6-1.0 Years 8.95 9.05
1.1-1.5 Years 9.10 9.25
1.6-2.0 Years 9.35 9.40
2.1-2.5 Years 9.25 9.35
2.6-3.0 Years 9.30 9.45
3.1-3.5 Years 9.45 9.60
=================================
Clean Deposit Market
---------------------------------
Tenor Range (% p a)
=================================
1 Month 10.00 10.50
3 Months 10.50 11.00
6 Months 11.00 11.50
12 Months 11.25 12.00
=================================
T-Bill Secondary Market Data
=================================
3 Months, 6 Months &
12 Months Instruments
=================================
Days to Maturity Yield Range %
=================================
0-7 Days 9.00-9.30
8-15 Days 8.90-9.25
16-30 Days 8.65-8.85
31-60 Days 8.70-8.80
61-90 Days 8.70-8.80
91-120 Days 8.75-8.85
121-180 Days 8.80-8.95
181-270 Days 8.85-9.00
271-365 Days 8.95-9.05
=================================
Kerb Market FX Rate
---------------------------------
Currency Bid Offer
---------------------------------
USD 60.60 60.65
EUR 75.60 75.70
GBP 112.75 112.85
=================================
Comments
Comments are closed.