Print
Print 2005-12-20
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Monday (December 19, 2005).
Money market report by Khadim Ali Shah Bukhari & Co on Monday (December 19, 2005).
DAILY MONEY MARKET COMMENTS: Today money market rates initiated at the level of 7.50% - 8.50%. However, in clean & call placements the overnight interest rates were at 8.75% - 9.75%. Today money market closed at the level of 8.75%.
Keeping in view today's interbank market we believe that on Tuesday overnight repo rates would remain at the level of 8.00% - 8.50%.
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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 7.50 8.50 8.00 8.75 8.19
1-Week 7.50 7.75 7.75 8.00 7.75
2-Week 7.50 7.75 7.75 8.25 7.81
1-Month 8.00 8.15 8.30 8.40 8.21
2-Months 8.10 8.25 8.25 8.35 8.24
3-Months 8.10 8.25 8.30 8.40 8.26
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
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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 8.50 9.00 9.00 9.50 9.00
1-Week 7.75 8.00 8.25 8.50 8.13
2-Week 7.75 8.00 8.25 8.75 8.19
1-Month 9.25 9.75 9.50 10.25 9.69
2-Months 9.00 9.50 9.00 10.00 9.38
3-Months 8.75 9.25 9.25 9.75 9.25
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 10.00 9.75 10.25 9.81
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 7.90 8.40
0.6-1.0 Years 8.37 8.72
1.1-1.5 Years 8.75 8.90
1.6-2.0 Years 8.80 8.95
2.1-2.5 Years 8.85 8.95
2.6-3.0 Years 8.95 9.00
3.1-3.5 Years 8.95 9.00
3.6-4.0 Years 9.00 9.15
4.1-4.5 Years 9.00 9.15
4.6-5.0 Years 9.00 9.15
5.1-5.5 Years 9.05 9.20
5.6-6.0 Years 9.12 9.24
6.1-6.5 Years 9.15 9.20
6.6-7.0 Years 9.20 9.36
7.1-7.5 Years 9.25 9.35
7.6-8.0 Years 9.32 9.40
8.1-8.5 Years 9.35 9.45
8.6-9.0 Years 9.03 9.09
15 Years 10.20 10.40
20 Years 10.70 10.90
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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 8.90 9.05
2.1-2.5 Years 8.95 9.05
2.6-3.0 Years 9.05 9.10
3.1-3.5 Years 9.05 9.10
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 9.75 10.25
3 Months 10.00 10.50
6 Months 10.50 11.00
12 Months 10.50 11.50
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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 7.50-8.60
8-15 Days 7.60-8.30
16-30 Days 7.90-8.15
31-60 Days 8.00-8.20
61-90 Days 8.05-8.20
91-120 Days 8.15-8.25
121-180 Days 8.25-8.40
181-270 Days 8.37-8.65
271-365 Days 8.68-8.72
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Kerb Market FX Rate
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Currency Bid Offer
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USD 60.14 60.20
EUR 72.00 72.30
GBP 106.20 106.50
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