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Print 2005-10-09
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (October 08, 2005).
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (October 08, 2005).
DAILY MONEY MARKET COMMENTS: Today money market rates were initiated at the level of 8.90%. However, in clean & call placements the overnight interest rates were at 9.50% - 10.00%. Today money market closed at 8.90%. SBP reported a discounting of Rs 23.6 billion.
Keeping in view of today's interbank market we believe that on Monday overnight repo rates will remain at the levels of 8.50% - 8.90%.
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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 8.90 8.95 8.90 8.95 8.93
1-Week 8.00 8.25 8.40 8.60 8.31
2-Week 8.00 8.20 8.25 8.40 8.21
1-Month 8.00 8.25 8.25 8.35 8.21
2-Months 8.00 8.25 8.25 8.40 8.23
3-Months 8.15 8.25 8.25 8.40 8.26
4-Months 8.15 8.20 8.25 8.35 8.24
5-Months 8.20 8.25 8.35 8.45 8.31
6-Months 8.25 8.30 8.40 8.50 8.36
9-Months 8.25 8.50 8.50 8.65 8.48
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 9.00 10.00 9.25 10.50 9.69
1-Week 8.25 8.50 8.75 9.00 8.63
2-Week 8.25 8.65 8.75 9.00 8.66
1-Month 8.25 8.75 8.60 9.00 8.65
2-Months 8.25 8.75 8.65 9.00 8.66
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 8.35 8.50
0.6--1.0 Years 8.75 8.85
1.1--1.5 Years 8.95 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 9.03 9.10
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 9.25 9.50
3 Months 9.50 9.75
6 Months 9.75 10.00
12 Months 10.00 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 8.75-9.25
8-15 Days 8.25-8.90
16-30 Days 8.10-8.50
31-60 Days 8.15-8.35
61-90 Days 8.10-8.30
91-120 Days 8.20-8.35
121-180 Days 8.20-8.40
181-270 Days 8.60-8.75
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 60.10 60.20
EUR 72.50 72.80
GBP 105.80 106.20
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