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Print 2009-02-08
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (February 07, 2009).
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (February 07, 2009).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 9.00% - 10.00%. In Call most of the deals were done within the range of 12.00% - 15.00%. Money Market closed at the level of 10.00%.-10.50%. SBP announced 12 days OMO and mopped up Rs 12.50 billion @10.25% against total prticipation of Rs 17.50 billion. For Monday it is expected that money market would trade at the level of 9.00% - 12.00%.
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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 9.00 11.00 9.50 11.50 10.25
1-Week 9.00 9.75 10.00 10.25 9.75
2-Week 10.00 11.00 10.50 11.25 10.69
1-Month 10.75 11.00 11.25 11.50 11.13
2-Months 12.00 12.40 12.40 12.60 12.35
3-Months 12.50 12.90 12.90 13.15 12.86
4-Months 12.75 13.00 13.10 13.20 13.01
5-Months 12.90 13.00 13.20 13.25 13.09
6-Months 13.00 13.25 13.20 13.35 13.20
9-Months 13.40 13.60 13.60 13.75 13.59
1-Year 13.50 13.75 13.60 13.90 13.69
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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 11.00 14.00 12.00 15.00 13.00
1-Week 9.50 11.00 10.00 12.00 10.63
2-Week 10.50 11.25 11.00 11.50 11.06
1-Month 11.50 12.50 12.00 13.00 12.25
2-Months 12.75 13.50 13.25 13.75 13.31
3-Months 13.50 14.00 13.75 14.50 13.94
4-Months 13.75 14.50 14.25 14.75 14.31
5-Months 14.00 14.50 14.50 14.75 14.44
6-Months 14.25 14.75 14.75 15.00 14.69
9-Months 14.50 15.00 14.75 15.25 14.88
1-Year 14.75 15.25 15.00 15.50 15.13
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 13.50 13.75
0.6-1.0 Years 13.50 13.80
1.1-1.5 Years 13.60 13.80
1.6-2.0 Years 13.70 13.90
2.1-2.5 Years 13.80 13.95
2.6-3.0 Years 13.85 14.00
3.1-3.5 Years 13.90 14.10
3.6-4.0 Years 14.20 14.40
4.1-4.5 Years 14.25 14.50
4.6-5.0 Years 14.30 14.50
5.1-5.5 Years 14.40 14.60
5.6-6.0 Years 14.65 14.75
6.1-6.5 Years 14.70 14.85
6.6-7.0 Years 14.75 14.90
7.1-7.5 Years 14.80 14.95
7.6-8.0 Years 14.80 15.00
8.1-8.5 Years 14.80 15.00
8.6-9.0 Years 14.85 15.00
9.1-9.5 Years 14.80 15.00
9.5-10.0Years 14.75 14.90
15 Years 15.80 16.00
20 Years 16.00 16.30
30 Years 16.40 16.60
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 13.00 14.00
3 Months 14.50 15.00
6 Months 15.00 15.50
12 Months 15.50 16.25
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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 10.00-10.50
8-15 Days 10.40-10.90
16-30 Days 11.00-11.40
31-60 Days 11.75-12.00
61-90 Days 12.75-13.00
91-120 Days 13.00-13.40
121-180 Days 13.25-13.40
181-270 Days 13.50-13.70
271-365 Days 13.60-13.80
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Kerb Market FX Rate
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Currency Bid Offer
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USD 79.10 79.50
EUR 101.50 104.00
GBP 115.50 117.50
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