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Print 2008-10-25
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (October 24, 2008).
Money market report by Khadim Ali Shah Bukhari & Co on Friday (October 24, 2008).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 9.00% -9.50%. In Clean, trading levels varied between 12.00% - 18.00% and in Call most of the deals were done within the range of 6.00% - 18.00%. Money Market closed at the level of 3.00% - 4.00%. For Saturday it is expected that money market would trade at the level of 10.00% - 11.50%.
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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 3.00 9.00 3.50 9.50 6.25
1-Week 10.50 11.00 10.75 11.25 10.88
2-Week 11.50 11.90 11.60 12.00 11.75
1-Month 11.75 12.00 11.90 12.10 11.94
2-Months 12.20 12.35 12.30 12.45 12.33
3-Months 12.25 12.45 12.40 12.55 12.41
4-Months 12.35 12.50 12.45 12.55 12.46
5-Months 12.40 12.55 12.50 12.60 12.51
6-Months 12.50 12.60 12.55 12.65 12.58
9-Months 12.50 12.65 12.60 12.70 12.61
1-Year 12.55 12.65 12.65 12.75 12.65
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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 6.00 19.00 7.00 20.00 13.00
1-Week 13.00 17.00 14.00 18.00 15.50
2-Week 13.00 17.00 14.00 18.00 15.50
1-Month 12.50 16.00 13.50 17.00 14.75
2-Months 13.00 15.00 14.00 16.00 14.50
3-Months 13.00 15.00 14.00 16.00 14.50
4-Months 13.00 15.00 14.00 16.00 14.50
5-Months 13.50 15.50 14.50 16.50 15.00
6-Months 13.50 15.50 14.50 16.50 15.00
9-Months 14.50 16.00 15.50 17.00 15.75
1-Year 14.50 16.00 15.50 17.00 15.75
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 12.00 12.25
0.6-1.0 Years 12.40 12.50
1.1-1.5 Years 13.25 13.35
1.6-2.0 Years 13.25 13.35
2.1-2.5 Years 13.30 13.40
2.6-3.0 Years 13.75 14.00
3.1-3.5 Years 13.80 14.00
3.6-4.0 Years 13.90 14.10
4.1-4.5 Years 13.90 14.10
4.6-5.0 Years 13.95 14.15
5.1-5.5 Years 14.00 14.10
5.6-6.0 Years 14.00 14.15
6.1-6.5 Years 14.05 14.20
6.6-7.0 Years 14.25 14.35
7.1-7.5 Years 14.30 14.50
7.6-8.0 Years 14.30 14.50
8.1-8.5 Years 14.35 14.55
8.6-9.0 Years 14.35 14.55
9.1-9.5 Years 14.50 14.75
9.5-10.0 Years 14.50 14.75
15 Years 15.00 15.20
20 Years 15.15 15.30
30 Years 15.25 15.50
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 18.00 20.00
3 Months 16.50 19.50
6 Months 17.00 20.00
12 Months 18.00 22.00
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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 11.00-12.00
8-15 Days 11.50-12.00
16-30 Days 12.00-12.25
31-60 Days 12.30-12.40
61-90 Days 12.30-12.50
91-120 Days 12.50-12.65
121-180 Days 12.60-12.65
181-270 Days 12.65-12.70
271-365 Days 12.65-12.75
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Kerb Market FX Rate
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Currency Bid Offer
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USD 82.75 83.25
EUR 103.20 104.20
GBP 126.00 127.00
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