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Print 2006-03-29
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (March 28, 2006).
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (March 28, 2006).
DAILY MONEY MARKET COMMENTS: Today money market rates initiated at the level of 7.50% - 8.00%. However, in call & clean placements the overnight interest rates were at 8.00% - 9.00%. Today money market closed at the level of 7.00% - 7.25%.
Keeping in view today's interbank market we believe that on Wednesday the overnight repo rates would remain at the level of 7.25% - 7.75%.
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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 7.00 7.75 7.25 8.00 7.50
1-Week 7.85 8.20 8.00 8.30 8.09
2-Week 8.00 8.25 8.15 8.30 8.18
1-Month 8.00 8.25 8.25 8.35 8.21
2-Months 8.10 8.35 8.25 8.40 8.28
3-Months 8.15 8.35 8.30 8.40 8.30
4-Months 8.25 8.40 8.40 8.60 8.41
5-Months 8.30 8.50 8.45 8.60 8.46
6-Months 8.35 8.60 8.45 8.75 8.54
9-Months 8.40 8.70 8.60 8.75 8.61
1-Year 8.60 8.80 8.75 8.90 8.76
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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 7.50 8.00 7.75 8.25 7.88
1-Week 8.50 8.60 8.75 9.15 8.75
2-Week 8.40 8.60 8.90 9.00 8.73
1-Month 8.75 9.00 9.00 9.25 9.00
2-Months 8.80 9.25 9.10 9.50 9.16
3-Months 8.90 9.40 9.30 9.70 9.33
4-Months 9.00 9.50 9.25 9.75 9.38
5-Months 9.10 9.60 9.35 9.80 9.46
6-Months 9.10 9.60 9.35 9.80 9.46
9-Months 9.50 10.00 9.80 10.25 9.89
1-Year 9.60 10.00 9.80 10.25 9.91
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 8.45 8.60
0.6-1.0 Years 8.75 8.85
1.1-1.5 Years 8.90 9.05
1.6-2.0 Years 9.00 9.10
2.1-2.5 Years 9.05 9.15
2.6-3.0 Years 9.10 9.20
3.1-3.5 Years 9.15 9.25
3.6-4.0 Years 9.15 9.30
4.1-4.5 Years 9.15 9.25
4.6-5.0 Years 9.20 9.30
5.1-5.5 Years 9.25 9.30
5.6-6.0 Years 9.25 9.35
6.1-6.5 Years 9.25 9.40
6.6-7.0 Years 9.30 9.40
7.1-7.5 Years 9.30 9.45
7.6-8.0 Years 9.40 9.55
8.1-8.5 Years 9.35 9.50
8.6-9.0 Years 9.30 9.40
15 Years 10.50 10.75
20 Years 11.00 11.50
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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 8.45 8.80
1.1-1.5 Years 9.00 9.20
1.6-2.0 Years 9.10 9.25
2.1-2.5 Years 9.15 9.25
2.6-3.0 Years 9.20 9.30
3.1-3.5 Years 9.25 9.35
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 9.10 9.40
3 Months 9.75 10.00
6 Months 10.00 10.50
12 Months 10.25 11.00
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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 8.35-8.70
8-15 Days 8.25-8.50
16-30 Days 8.00-8.15
31-60 Days 8.20-8.40
61-90 Days 8.30-8.40
91-120 Days 8.35-8.45
121-180 Days 8.35-8.50
181-270 Days 8.65-8.75
271-365 Days 8.75-8.78
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Kerb Market FX Rate
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Currency Bid Offer
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USD 60.25 60.35
EUR 72.30 72.60
GBP 104.80 105.20
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