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Print 2005-08-21
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (August 20, 2005).
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (August 20, 2005).
DAILY MONEY MARKET COMMENTS: Today money market rates were initiated at the level of 7.75% - 8.50% and the first deal was witnessed at 7.75%. However in clean & call placements the overnight interest rates were at 8.75% - 9.50%. At the end of the day the interbank market closed at the level of 8.90.
Keeping in view of today's interbank market we believe that on Monday overnight repo rates will remain at 8.00% to 8.75%.
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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 7.00 8.90 7.25 8.90 8.01
1-Week 7.00 8.00 7.75 8.50 7.81
2-Week 7.25 7.50 7.60 7.75 7.53
1-Month 7.50 7.75 7.90 8.00 7.79
2-Months 7.65 7.80 7.90 8.00 7.84
3-Months 7.75 7.90 8.00 8.10 7.94
4-Months 7.85 8.00 8.10 8.20 8.04
5-Months 7.90 8.10 8.20 8.30 8.13
6-Months 8.00 8.15 8.25 8.50 8.23
9-Months 8.10 8.20 8.30 8.65 8.31
1-Year 8.25 8.50 8.75 8.90 8.60
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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 7.50 8.90 7.75 8.90 8.26
1-Week 7.25 8.25 8.25 8.75 8.13
2-Week 7.75 8.25 8.50 8.75 8.31
1-Month 7.90 8.10 8.30 8.50 8.20
2-Months 8.20 8.40 8.60 8.80 8.50
3-Months 8.30 9.00 8.75 9.25 8.83
4-Months 8.35 9.00 8.80 9.30 8.86
5-Months 8.40 9.10 8.90 9.35 8.94
6-Months 8.50 9.20 9.25 9.50 9.11
9-Months 8.75 9.35 9.30 9.65 9.26
1-Year 9.00 9.50 9.65 9.90 9.51
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 8.60 8.65
0.6-1.0 Years 8.70 8.75
1.1-1.5 Years 8.80 8.95
1.6-2.0 Years 8.90 9.05
2.1-2.5 Years 8.90 9.00
2.6-3.0 Years 8.95 9.10
3.1-3.5 Years 9.00 9.10
3.6-4.0 Years 9.05 9.15
4.1-4.5 Years 9.05 9.15
4.6-5.0 Years 9.10 9.20
5.1-5.5 Years 9.20 9.25
5.6-6.0 Years 9.25 9.30
6.1-6.5 Years 9.30 9.40
6.6-7.0 Years 9.35 9.45
7.1-7.5 Years 9.35 9.45
7.6-8.0 Years 9.35 9.50
8.1-8.5 Years 9.35 9.50
8.6-9.0 Years 9.05 9.25
15 Years 10.75 11.50
20 Years 11.75 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 7.85 8.00
0.6-1.0 Years 8.50 8.65
1.1-1.5 Years 8.80 8.90
1.6-2.0 Years 9.00 9.15
2.1-2.5 Years 9.00 9.10
2.6-3.0 Years 9.05 9.20
3.1-3.5 Years 9.10 9.20
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 9.00 9.50
3 Months 9.25 9.50
6 Months 9.25 9.75
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 7.75-8.00
8-15 Days 7.60-7.90
16-30 Days 7.50-7.85
31-60 Days 7.70-7.90
61-90 Days 7.80-7.95
91-120 Days 7.95-8.10
121-180 Days 8.15-8.30
181-270 Days 8.30-8.50
271-365 Days 8.70-8.80
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Kerb Market FX Rate
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Currency Bid Offer
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USD 60.15 60.25
EUR 72.70 73.00
GBP 107.40 107.80
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