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Print 2007-12-02
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (December 01, 2007).
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (December 01, 2007).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 7.50% - 8.00%. SBP announced an OMO for 5 days and mopped up PKR 17.95 billion @8.90% against the total participation of 26 billion. In Clean trades were seen between the level of 8.50% - 9.50% and in call the rate varied from 8.00% - 9.50%. Money market closed at the level of 8.75% - 9.00%.
For Monday it is expected that money market would trade at the level of 8.75% - 9.25%.
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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 7.50 9.25 8.00 9.40 8.54
1-Week 8.75 9.00 9.00 9.10 8.96
2-Weeks 8.75 9.10 9.00 9.20 9.01
1-Month 8.90 9.15 9.10 9.25 9.10
2-Months 9.20 9.35 9.25 9.40 9.30
3-Months 9.25 9.40 9.30 9.45 9.35
4-Months 9.25 9.40 9.35 9.50 9.38
5-Months 9.30 9.45 9.35 9.50 9.40
6-Months 9.30 9.50 9.40 9.55 9.44
9-Months 9.35 9.45 9.40 9.55 9.44
1-Year 9.35 9.50 9.40 9.55 9.45
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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 8.00 9.25 9.25 9.50 9.00
1-Week 8.90 9.25 9.15 9.40 9.18
2-Weeks 9.00 9.25 9.25 9.40 9.23
1-Month 9.35 9.50 9.40 9.60 9.46
2-Months 9.50 9.70 9.60 9.80 9.65
3-Months 9.50 9.75 9.60 9.80 9.66
4-Months 9.50 9.75 9.60 9.80 9.66
5-Months 9.50 9.90 9.65 9.90 9.74
6-Months 9.60 10.00 9.75 10.10 9.86
9-Months 9.75 10.10 10.00 10.25 10.03
1-Year 9.90 10.25 10.10 10.40 10.16
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 9.40 9.50
0.6-1.0 Years 9.45 9.50
1.1-1.5 Years 9.50 9.60
1.6-2.0 Years 9.50 9.65
2.1-2.5 Years 9.55 9.65
2.6-3.0 Years 9.65 9.70
3.1-3.5 Years 9.70 9.75
3.6-4.0 Years 9.70 9.75
4.1-4.5 Years 9.80 9.85
4.6-5.0 Years 9.80 9.90
5.1-5.5 Years 9.90 9.95
5.6-6.0 Years 9.95 10.00
6.1-6.5 Years 10.00 10.05
6.6-7.0 Years 10.00 10.10
7.1-7.5 Years 10.10 10.20
7.6-8.0 Years 10.25 10.35
8.1-8.5 Years 10.30 10.35
8.6-9.0 Years 10.30 10.35
9.5-10.0 Years 10.30 10.35
15 Years 11.10 11.25
20 Years 11.30 11.40
30 Years 11.50 11.80
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FIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 9.40 9.50
0.6-1.0 Years 9.50 9.60
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 9.65 9.75
3 Months 9.65 9.90
6 Months 9.90 10.20
12 Months 10.25 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 9.10-9.25
8-15 Days 9.15-9.30
16-30 Days 9.15-9.30
31-60 Days 9.15-9.25
61-90 Days 9.20-9.30
91-120 Days 9.25-9.30
121-180 Days 9.25-9.32
181-270 Days 9.32-9.38
271-365 Days 9.35-9.40
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Kerb Market FX Rate
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Currency Bid Offer
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USD 61.45 61.50
EUR 89.80 90.00
GBP 126.20 126.40
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