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Print 2005-06-22
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (June 21, 2005).
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (June 21, 2005).
DAILY MONEY MARKET COMMENTS: Today morning the money market rates were indicated between the bids and offer range of 5.00% - 6.25%. As the day progressed, the gap between bids and offers narrowed down and first repo deal was witnessed at the level of 5.75%. Most of the overnight repo deals were done at the rate of 4.75%. However in clean & call placements the overnight interest rates were 4.75% - 5.25%. At the end of the day the interbank overnight rates were seen at the levels of 2.50% and closed at the same levels.
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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 2.50 6.00 2.75 6.25 4.38
1-Week 5.50 6.00 6.00 6.50 6.00
2-Week 7.50 8.00 7.75 8.25 7.88
1-Month 7.40 7.60 7.75 8.00 7.69
2-Months 7.00 7.20 7.30 7.70 7.30
3-Months 7.25 7.50 7.75 8.00 7.63
4-Months 7.40 7.50 7.70 8.15 7.69
5-Months 7.60 7.70 7.95 8.25 7.88
6-Months 7.75 8.00 8.30 8.50 8.14
9-Months 7.90 8.15 8.40 8.60 8.26
1-Year 8.20 8.50 8.65 9.00 8.59
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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 6.50 3.25 6.75 4.88
1-Week 6.00 6.50 6.50 7.00 6.50
2-Week 7.80 8.15 8.25 8.60 8.20
1-Month 7.70 7.90 8.20 8.40 8.05
2-Months 7.30 7.60 7.80 8.00 7.68
3-Months 7.50 7.75 8.25 8.50 8.00
4-Months 7.70 8.00 8.30 8.50 8.13
5-Months 8.00 8.25 8.35 8.50 8.28
6-Months 8.25 8.50 8.75 8.90 8.60
9-Months 8.50 8.60 8.80 8.90 8.70
1-Year 8.50 8.75 9.00 9.25 8.88
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 7.70 7.90
0.6-1.0 Years 7.95 8.10
1.1-1.5 Years 8.25 8.50
1.6-2.0 Years 8.25 8.50
2.1-2.5 Years 8.30 8.50
2.6-3.0 Years 8.30 8.50
3.1-3.5 Years 8.40 8.55
3.6-4.0 Years 8.45 8.60
4.1-4.5 Years 8.50 8.60
4.6-5.0 Years 8.55 8.65
5.1-5.5 Years 8.60 8.65
5.6-6.0 Years 8.65 8.70
6.1-6.5 Years 8.70 8.75
6.6-7.0 Years 8.75 8.80
7.1-7.5 Years 8.80 8.90
7.6-8.0 Years 8.80 8.95
8.1-8.5 Years 8.80 9.00
8.6-9.0 Years 8.90 9.25
15 Years 11.00 11.50
20 Years 12.00 12.50
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FIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 7.80 8.00
0.6-1.0 Years 8.05 8.20
1.1-1.5 Years 8.35 8.60
1.6-2.0 Years 8.35 8.60
2.1-2.5 Years 8.40 8.60
2.6-3.0 Years 8.40 8.60
3.1-3.5 Years 8.50 8.65
3.6-4.0 Years - -
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 8.50 9.00
3 Months 8.60 9.10
6 Months 9.25 9.90
12 Months 9.75 10.25
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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 6.00-6.25
8-15 Days 7.50-7.75
16-30 Days 7.30-7.60
31-60 Days 7.40-7.50
61-90 Days 7.10-7.25
91-120 Days 7.60-7.70
121-180 Days 7.80-7.90
181-270 Days 7.95-8.10
271-365 Days 8.15-8.30
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Kerb Market FX Rate
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Currency Bid Offer
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USD 60.65 60.75
EUR 73.50 73.80
GBP 110.30 110.50
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