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Print 2008-11-23
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (November 22, 2008).
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (November 22, 2008).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 6.00% -8.00%. In Clean, trading levels varied between 8.00% - 12.00% and in Call most of the deals were done within the range of 3.00% - 11.00%. Money Market closed at the level of 1.00% -1.50%. For Monday it is expected that money market would trade at the level of 3.00% - 7.00%.
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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 7.00 1.50 8.00 4.38
1-Week 7.00 7.75 7.25 8.00 7.50
2-Week 8.75 9.00 9.00 9.50 9.06
1-Month 9.90 10.25 10.00 10.50 10.16
2-Months 12.25 12.60 12.50 13.00 12.59
3-Months 12.90 13.25 13.25 13.50 13.23
4-Months 13.50 13.75 13.75 14.00 13.75
5-Months 13.50 13.75 13.75 14.00 13.75
6-Months 13.60 14.00 14.00 14.25 13.96
9-Months 13.90 14.20 14.25 14.50 14.21
1-Year 14.00 14.25 14.30 14.55 14.28
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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 3.00 11.00 4.00 12.00 7.50
1-Week 12.00 14.00 13.00 15.00 13.50
2-Week 13.00 15.00 14.00 15.50 14.38
1-Month 14.00 15.50 15.50 16.00 15.25
2-Months 15.00 15.75 15.50 16.00 15.56
3-Months 15.00 16.00 16.00 16.50 15.88
4-Months 15.50 16.00 16.00 16.50 16.00
5-Months 15.75 16.25 16.25 16.75 16.25
6-Months 16.00 16.50 16.50 16.75 16.44
9-Months 16.25 16.75 16.75 17.00 16.69
1-Year 16.50 17.00 17.00 17.50 17.00
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Year 13.50 14.00
0.6-1.0 Year 13.75 14.10
1.1-1.5 Year 14.20 14.40
1.6-2.0 Year 14.30 14.60
2.1-2.5 Year 14.50 14.70
2.6-3.0 Year 14.65 14.85
3.1-3.5 Year 14.70 14.90
3.6-4.0 Year 14.80 15.00
4.1-4.5 Year 15.00 15.30
4.6-5.0 Year 15.10 15.40
5.1-5.5 Year 15.40 15.60
5.6-6.0 Year 15.45 15.75
6.1-6.5 Year 15.50 15.80
6.6-7.0 Year 15.60 15.90
7.1-7.5 Year 15.60 15.90
7.6-8.0 Year 15.70 15.95
8.1-8.5 Year 15.75 15.95
8.6-9.0 Year 15.75 16.00
9.1-9.5 Year 15.80 16.10
9.5-10.0 Years 15.90 16.20
15 Years 16.00 16.30
20 Years 16.50 16.90
30 Years 16.75 17.00
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 16.00 17.00
3 Months 16.50 18.00
6 Months 17.00 19.00
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 10.00-11.00
8-15 Days 11.75-12.50
16-30 Days 12.80-13.10
31-60 Days 13.00-13.25
61-90 Days 13.25-13.60
91-120 Days 13.40-13.70
121-180 Days 13.50-13.80
181-270 Days 13.70-13.90
271-365 Days 14.00-14.25
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Kerb Market FX Rate
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Currency Bid Offer
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USD 78.30 78.80
EUR 97.50 99.70
GBP 117.00 120.00
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