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Print 2006-05-05
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (May 04, 2006).
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (May 04, 2006).
DAILY MONEY MARKET COMMENTS: The overnight money market rates initiated within the band of 8.90% - 8.95% and remained at that level throughout the day. SBP reported the discounting of PKR 5.4 billion.
Keeping in view today's interbank market we expect that on Friday the money market would remain at the top level of 8.90% - 8.95%.
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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 8.90 8.95 8.95 8.95 8.94
2-Week 8.75 8.85 8.85 8.90 8.84
1-Month 8.75 8.85 8.85 8.90 8.84
2-Months 8.70 8.75 8.75 8.80 8.75
3-Months 8.70 8.80 8.80 8.85 8.79
4-Months 8.65 8.75 8.75 8.80 8.74
5-Months 8.65 8.75 8.75 8.80 8.74
6-Months 8.65 8.75 8.75 8.85 8.75
9-Months 8.70 8.80 8.80 8.90 8.80
1-Year 8.75 8.80 8.85 8.90 8.83
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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 9.25 9.35 9.50 9.28
1-Week 9.00 9.50 9.35 9.60 9.36
2-Week 9.00 9.50 9.35 9.60 9.36
1-Month 9.00 9.40 9.25 9.60 9.31
2-Months 9.00 9.50 9.25 9.60 9.34
3-Months 9.25 9.60 9.50 9.75 9.53
4-Months 9.25 9.50 9.40 9.75 9.48
5-Months 9.25 9.60 9.50 9.80 9.54
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
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 8.40 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 9.25
2.6-3.0 Years 9.10 9.35
3.1-3.5 Years 9.15 9.40
3.6-4.0 Years 9.25 9.45
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
9.5-10.0 Years 9.70 9.85
15 Years 10.75 11.00
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 8.40 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 9.25
2.6-3.0 Years 9.10 9.35
3.1-3.5 Years 9.15 9.40
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 9.35 9.75
3 Months 9.90 10.50
6 Months 10.50 11.00
12 Months 10.75 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 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 8.50-8.70
181-270 Days 8.70-8.80
271-365 Days 8.77-8.85
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Kerb Market FX Rate
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Currency Bid Offer
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USD 60.15 60.25
EUR 75.50 75.90
GBP 110.00 110.50
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