Print
Print 2005-12-15
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (December 14, 2005).
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (December 14, 2005).
DAILY MONEY MARKET COMMENTS: Today money market rates initiated at the level of 6.00% - 7.00%. However, in clean & call placements the overnight interest rates were at 7.50% - 8.75%. Today money market closed at the level of 1.50%.
Keeping in view today's interbank market we believe that on Thursday overnight repo rates would remain at the level of 4.50% - 5.50%.
=================================================================
Repo Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 1.50 6.50 2.00 7.00 4.25
1-Week 5.75 7.00 6.00 7.50 6.56
2-Week 6.75 7.00 7.00 7.50 7.06
1-Month 8.00 8.15 8.25 8.35 8.19
2-Months 8.10 8.25 8.25 8.35 8.24
3-Months 8.15 8.25 8.25 8.30 8.24
4-Months 8.15 8.30 8.30 8.40 8.29
5-Months 8.20 8.35 8.40 8.50 8.36
6-Months 8.20 8.35 8.40 8.60 8.39
9-Months 8.40 8.50 8.55 8.60 8.51
1-Year 8.50 8.55 8.60 8.70 8.59
=================================================================
Call Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 4.00 7.00 5.00 7.50 5.88
1-Week 6.75 7.25 7.25 7.75 7.25
2-Week 7.00 7.50 8.00 8.50 7.75
1-Month 8.75 9.25 9.50 9.75 9.31
2-Months 8.50 9.00 9.10 9.50 9.03
3-Months 8.60 9.00 9.25 9.60 9.11
4-Months 8.75 9.25 9.35 9.75 9.28
5-Months 8.90 9.50 9.50 10.00 9.48
6-Months 9.00 9.60 9.50 10.00 9.53
9-Months 9.00 9.75 9.60 10.20 9.64
1-Year 9.25 1 0.00 9.90 10.50 9.91
=================================================================
=================================
PIB Secondary Market Data
---------------------------------
Maturity Yield Range
=================================
0.1-0.5 Years 8.35 8.50
0.6-1.0 Years 8.50 8.60
1.1-1.5 Years 8.75 8.85
1.6-2.0 Years 8.80 8.90
2.1-2.5 Years 8.85 8.95
2.6-3.0 Years 8.90 9.00
3.1-3.5 Years 8.95 9.05
3.6-4.0 Years 9.00 9.10
4.1-4.5 Years 9.05 9.15
4.6-5.0 Years 9.05 9.15
5.1-5.5 Years 9.05 9.15
5.6-6.0 Years 9.10 9.20
6.1-6.5 Years 9.10 9.20
6.6-7.0 Years 9.15 9.25
7.1-7.5 Years 9.20 9.25
7.6-8.0 Years 9.20 9.30
8.1-8.5 Years 9.15 9.30
8.6-9.0 Years 9.00 9.05
15 Years 10.20 10.40
20 Years 10.70 10.90
=================================
FIB Secondary Market Data
---------------------------------
Maturity Yield Range
=================================
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 8.90 9.00
2.1 - 2.5 Years 8.95 9.05
2.6 - 3.0 Years 9.00 9.10
3.1 - 3.5 Years 9.05 9.15
=================================
Clean Deposit Market
---------------------------------
Tenor Range (% p a)
=================================
1 Month 9.75 10.25
3 Months 10.00 10.50
6 Months 10.50 11.00
12 Months 10.50 11.50
=================================
T-Bill Secondary Market Data
=================================
3 Months, 6 Months &
12 Months Instruments
=================================
Days to Maturity Yield Range %
=================================
0-7 Days 7.15-7.80
8-15 Days 7.60-8.20
16-30 Days 7.90-8.25
31-60 Days 8.00-8.30
61-90 Days 8.10-8.30
91-120 Days 8.20-8.40
121-180 Days 8.25-8.45
181-270 Days 8.50-8.68
271-365 Days 8.72-8.76
=================================
Kerb Market FX Rate
---------------------------------
Currency Bid Offer
---------------------------------
USD 60.10 60.17
EUR 72.00 72.20
GBP 106.00 106.30
=================================
Comments
Comments are closed.