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Print 2005-10-04
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Monday (October 03, 2005).
Money market report by Khadim Ali Shah Bukhari & Co on Monday (October 03, 2005).
DAILY MONEY MARKET COMMENTS: Today money market rates were initiated at the level of 7.25% - 7.75% and the first repo deal was witnessed at 7.50%. However, in clean and call placements the overnight interest rates were at 8.50% - 8.75%. Today money market closed at 7.00%.
Keeping in view of today's interbank market we believe that on Tuesday overnight repo rates will remain at the level of 7.00% - 8.00%. If no OMO is conducted.
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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 6.75 7.75 7.00 8.00 7.38
1-Week 7.25 7.75 8.00 8.25 7.81
2-Week 7.50 7.75 7.85 8.10 7.80
1-Month 7.75 8.00 8.15 8.30 8.05
2-Months 7.75 8.00 8.20 8.30 8.06
3-Months 7.85 8.00 8.15 8.25 8.06
4-Months 7.90 8.10 8.20 8.40 8.15
5-Months 8.10 8.25 8.30 8.45 8.28
6-Months 8.15 8.25 8.40 8.50 8.33
9-Months 8.25 8.50 8.55 8.65 8.49
1-Year 8.45 8.60 8.70 8.80 8.64
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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 7.25 8.50 7.50 8.75 8.00
1-Week 7.75 8.10 8.25 8.60 8.18
2-Week 7.80 8.25 8.30 8.75 8.28
1-Month 7.85 8.30 8.40 8.75 8.33
2-Months 8.10 8.50 8.50 9.00 8.53
3-Months 8.30 8.85 8.65 9.25 8.76
4-Months 8.40 9.00 8.80 9.30 8.88
5-Months 8.45 9.15 8.90 9.40 8.98
6-Months 8.50 9.25 8.95 9.45 9.04
9-Months 8.65 9.30 9.00 9.50 9.11
1-Year 9.00 9.50 9.25 9.75 9.38
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 8.30 8.50
0.6-1.0 Years 8.70 8.85
1.1-1.5 Years 8.90 9.15
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 9.15
3.1-3.5 Years 9.00 9.20
3.6-4.0 Years 9.00 9.25
4.1-4.5 Years 9.05 9.30
4.6-5.0 Years 9.25 9.40
5.1-5.5 Years 9.30 9.40
5.6-6.0 Years 9.35 9.45
6.1-6.5 Years 9.35 9.45
6.6-7.0 Years 9.40 9.50
7.1-7.5 Years 9.40 9.50
7.6-8.0 Years 9.40 9.55
8.1-8.5 Years 9.20 9.30
8.6-9.0 Years 9.05 9.15
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 8.10 8.30
0.6-1.0 Years 8.40 8.75
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 9.25
3.1-3.5 Years 9.10 9.30
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 9.00 9.25
3 Months 9.35 9.65
6 Months 9.60 9.90
12 Months 9.90 10.75
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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 8.00-8.75
8-15 Days 8.25-8.40
16-30 Days 7.90-8.05
31-60 Days 8.00-8.10
61-90 Days 8.05-8.15
91-120 Days 8.10-8.25
121-180 Days 8.15-8.35
181-270 Days 8.65-8.75
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 60.32 60.38
EUR 72.00 72.40
GBP 106.00 106.40
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