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Print 2009-03-15
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (March 14, 2009).
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (March 14, 2009).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 10.50% - 11.50%. In Repo major deals were done within the range of 11.50% - 14.00%. Money Market closed at the level of 14.00% - 14.50%. SBP announced 2 days OMO and mopped up Rs 10.00 billion @10.50% against total participation of Rs 13.25 billion. For Monday it is expected that money market would trade at the level of 10.00% - 13.00%.
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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 10.50 14.00 11.00 14.50 12.50
1-Week 11.00 11.50 11.25 12.00 11.44
2-Week 11.25 11.50 11.50 11.75 11.50
1-Month 11.10 11.25 11.30 11.50 11.29
2-Months 10.90 11.20 11.20 11.40 11.18
3-Months 11.00 11.25 11.30 11.50 11.26
4-Months 11.10 11.40 11.30 11.50 11.33
5-Months 11.15 11.45 11.35 11.60 11.39
6-Months 11.20 11.50 11.40 11.60 11.43
9-Months 11.25 11.50 11.50 11.75 11.50
1-Year 11.40 11.60 11.60 11.80 11.60
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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 7.00 15.00 7.50 15.50 11.25
1-Week 12.50 13.50 13.00 14.00 13.25
2-Week 12.00 13.00 12.50 13.50 12.75
1-Month 12.00 12.75 12.75 13.25 12.69
2-Months 11.75 13.00 12.25 13.25 12.56
3-Months 12.25 13.50 12.75 13.75 13.06
4-Months 12.50 13.50 13.00 14.00 13.25
5-Months 12.75 13.75 13.25 14.00 13.44
6-Months 12.90 13.75 13.25 14.10 13.50
9-Months 13.50 14.00 13.75 14.25 13.88
1-Year 13.75 14.25 14.00 14.50 14.13
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 11.75 12.00
0.6-1.0 Years 11.75 12.00
1.1-1.5 Years 11.90 12.10
1.6-2.0 Years 12.00 12.20
2.1-2.5 Years 12.00 12.20
2.6-3.0 Years 12.10 12.25
3.1-3.5 Years 12.20 12.30
3.6-4.0 Years 12.25 12.35
4.1-4.5 Years 12.25 12.40
4.6-5.0 Years 12.30 12.45
5.1-5.5 Years 12.30 12.45
5.6-6.0 Years 12.35 12.50
6.1-6.5 Years 12.40 12.55
6.6-7.0 Years 12.40 12.60
7.1-7.5 Years 12.40 12.60
7.6-8.0 Years 12.50 12.65
8.1-8.5 Years 12.55 12.70
8.6-9.0 Years 12.55 12.75
9.1-9.5 Years 12.60 12.75
9.5-10.0Years 12.65 12.80
15 Years 14.00 14.25
20 Years 14.50 14.75
30 Years 14.75 15.00
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 12.75 13.25
3 Months 13.00 13.50
6 Months 13.75 14.25
12 Months 14.00 14.50
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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 12.25-12.50
8-15 Days 12.00-12.25
16-30 Days 11.75-12.00
31-60 Days 11.50-11.75
61-90 Days 11.25-11.50
91-120 Days 11.25-11.50
121-180 Days 11.30-11.55
181-270 Days 11.40-11.65
271-365 Days 11.60-11.70
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Kerb Market FX Rate
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Currency Bid Offer
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USD 80.20 80.70
EUR 103.00 105.00
GBP 111.00 113.50
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