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Print 2005-09-03
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (September 02, 2005).
Money market report by Khadim Ali Shah Bukhari & Co on Friday (September 02, 2005).
DAILY MONEY MARKET COMMENTS: Today money market rates were initiated at the level of 7.50% - 8.25% and the first deal was witnessed at 7.75%. However in clean & call placements the overnight interest rates were at 8.25% - 9.00%. Today money market closed at 7.00%.
Keeping in view of today's interbank market we believe that on Saturday overnight repo rates will remain at 5.00% - 6.00%..
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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 5 00 7 75 5 50 8 25 6 63
1-Week 7 50 7 75 7 85 8 10 7 80
2-Week 7 60 8 25 8 00 8 15 8 00
1-Month 7 65 7 80 7 90 8 10 7 86
2-Months 7 75 8 10 8 00 8 25 8 03
3-Months 7 85 8 05 8 15 8 25 8 08
4-Months 7 95 8 15 8 25 8 40 8 19
5-Months 8 05 8 20 8 35 8 50 8 28
6-Months 8 10 8 25 8 40 8 50 8 31
9-Months 8 15 8 30 8 40 8 60 8 36
1-Year 8 45 8 65 8 80 8 85 8 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 6 00 8 25 6 50 8 75 7 38
1-Week 7 75 8 00 8 00 8 50 8 06
2-Week 7 50 8 00 8 00 8 25 7 94
1-Month 8 25 8 65 8 35 8 75 8 50
2-Months 8 15 8 75 8 30 9 00 8 55
3-Months 8 25 9 00 8 50 9 25 8 75
4-Months 8 25 9 00 8 50 9 25 8 75
5-Months 8 30 9 00 8 75 9 25 8 83
6-Months 8 50 9 25 8 75 9 50 9 00
9-Months 8 75 9 40 9 20 9 60 9 24
1-Year 9 00 9 50 9 60 9 75 9 46
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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 25 8 40
0 6-1 0 Years 8 50 8 70
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
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 75 9 25
3 Months 9 00 9 50
6 Months 9 50 10 00
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 8 00-8 50
8-15 Days 7 75-8 25
16-30 Days 7 70-8 00
31-60 Days 7 85-8 10
61-90 Days 7 90-8 10
91-120 Days 8 00-8 15
121-180 Days 8 00-8 25
181-270 Days 8 40-8 60
271-365 Days 8 65-8 80
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Kerb Market FX Rate
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Currency Bid Offer
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USD 59 95 60 00
EUR 74 10 74 70
GBP 109 10 109 20
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