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Print Print 2006-04-21

Money Market Report

Money market report by Khadim Ali Shah Bukhari & Co on Thursday (April 20, 2006).
Published April 21, 2006

Money market report by Khadim Ali Shah Bukhari & Co on Thursday (April 20, 2006).
DAILY MONEY MARKET COMMENTS: The money market overnight rates initiated at an apex with bids perched around the levels of 8.90% - 8.95% with a limited supply of funds at 8.95%. However, later in the day most transactions were witnessed at 8.90% with a few punters left behind, forced to place there funds at a lower level of 8.75%. As anticipated there was no discounting reported by the State Bank of Pakistan.
Taking an overview on this week including todays market, it is expected that there might be some lending pressure in the tomorrows market.



=================================================================
Repo Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 8.50 8.95 8.75 8.95 8.79
1-Week 8.70 8.90 8.80 8.95 8.84
2-Week 8.70 8.80 8.80 8.90 8.80
1-Month 8.70 8.80 8.75 8.85 8.78
2-Months 8.50 8.55 8.65 8.70 8.60
3-Months 8.50 8.65 8.65 8.70 8.63
4-Months 8.50 8.65 8.65 8.70 8.63
5-Months 8.55 8.65 8.70 8.75 8.66
6-Months 8.60 8.75 8.70 8.85 8.73
9-Months 8.70 8.80 8.80 8.90 8.80
1-Year 8.70 8.80 8.80 8.90 8.80
=================================================================
Call Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 8.90 9.25 9.00 9.50 9.16
1-Week 9.25 9.40 9.35 9.50 9.38
2-Week 9.00 9.25 9.10 9.50 9.21
1-Month 8.90 9.25 9.10 9.50 9.19
2-Months 8.75 9.25 9.10 9.50 9.15
3-Months 9.10 9.40 9.30 9.60 9.35
4-Months 9.15 9.50 9.40 9.75 9.45
5-Months 9.20 9.60 9.50 9.80 9.53
6-Months 9.25 9.60 9.55 9.80 9.55
9-Months 9.50 10.00 9.80 10.25 9.89
1-Year 9.60 10.00 9.80 10.25 9.91
=================================================================
=================================
PIB Secondary Market Data
---------------------------------
Maturity Yield Range
=================================
0.1-0.5 Years 8.40 8.50
0.6-1.0 Years 8.80 8.90
1.1-1.5 Years 8.90 9.05
1.6-2.0 Years 9.00 9.20
2.1-2.5 Years 9.05 9.20
2.6-3.0 Years 9.10 9.25
3.1-3.5 Years 9.15 9.30
3.6-4.0 Years 9.25 9.40
4.1-4.5 Years 9.30 9.45
4.6-5.0 Years 9.35 9.45
5.1-5.5 Years 9.45 9.50
5.6-6.0 Years 9.45 9.50
6.1-6.5 Years 9.45 9.50
6.6-7.0 Years 9.45 9.50
7.1-7.5 Years 9.45 9.50
7.6-8.0 Years 9.50 9.55
8.1-8.5 Years 9.50 9.60
15 Years 10.75 11.00
20 Years 11.00 11.50
=================================
FIB Secondary Market Data
---------------------------------
Maturity Yield Range
=================================
0.1-0.5 Years 8.40 8.50
0.6-1.0 Years 8.80 8.90
1.1-1.5 Years 8.90 9.05
1.6-2.0 Years 9.00 9.20
2.1-2.5 Years 9.05 9.20
2.6-3.0 Years 9.10 9.25
3.1-3.5 Years 9.15 9.30
=================================
Clean Deposit Market
---------------------------------
Tenor Range (% p a)
=================================
1 Month 9.25 9.75
3 Months 9.75 10.00
6 Months 10.00 10.50
12 Months 10.25 11.00
=================================
T-Bill Secondary Market Data
=================================
3 Months, 6 Months &
12 Months Instruments
=================================
Days to Maturity Yield Range %
=================================
0-7 Days 9.00-9.50
8-15 Days 8.75-9.25
16-30 Days 8.70-8.90
31-60 Days 8.50-8.65
61-90 Days 8.50-8.65
91-120 Days 8.50-8.65
121-180 Days 8.50-8.65
181-270 Days 8.65-8.75
271-365 Days 8.77-8.79
=================================
Kerb Market FX Rate
---------------------------------
Currency Bid Offer
---------------------------------
USD 60.10 60.15
EUR 73.40 73.70
GBP 106.10 106.40
=================================

Copyright Business Recorder, 2006

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