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Print 2006-06-27
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Monday (June 26, 2006).
Money market report by Khadim Ali Shah Bukhari & Co on Monday (June 26, 2006).
DAILY MONEY MARKET COMMENTS: The interbank overnight money market initiated at the level of 5.50% - 6.50%. SBP conducted ten days OMO and mopped up Rs 5.7 bln @ 8.05% against the total participation of Rs 13.3 bln. Money market closed at the level of 1.50% - 2.00%.
As keeping in todays market we expect that tomorrows market will be on the lower note of 5.00% -- 6.00%.
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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 1.50 6.00 2.00 7.00 4.13
1-Week 7.00 7.50 7.50 7.75 7.44
2-Week 7.60 7.90 7.90 8.10 7.88
1-Month 7.80 8.10 7.90 8.25 8.01
2-Months 8.25 8.50 8.30 8.55 8.40
3-Months 8.30 8.60 8.40 8.65 8.49
4-Months 8.40 8.65 8.55 8.70 8.58
5-Months 8.40 8.65 8.55 8.70 8.58
6-Months 8.50 8.70 8.65 8.75 8.65
9-Months 8.60 8.75 8.75 8.85 8.74
1-Year 8.70 8.80 8.80 8.85 8.79
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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 2.00 6.50 2.50 7.00 4.50
1-Week 8.00 8.50 8.25 8.75 8.38
2-Week 8.25 8.50 8.40 8.75 8.48
1-Month 8.50 8.90 8.75 9.00 8.79
2-Months 8.75 9.10 8.90 9.40 9.04
3-Months 8.75 9.25 8.90 9.50 9.10
4-Months 8.90 9.40 9.10 9.60 9.25
5-Months 9.00 9.50 9.25 9.60 9.34
6-Months 9.25 9.50 9.40 9.70 9.46
9-Months 9.25 9.75 9.60 10.00 9.65
1-Year 9.50 9.75 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 8.60 8.70
0.6-1.0 Years 8.80 8.90
1.1-1.5 Years 8.90 9.05
1.6-2.0 Years 9.20 9.30
2.1-2.5 Years 9.20 9.30
2.6-3.0 Years 9.31 9.35
3.1-3.5 Years 9.35 9.45
3.6-4.0 Years 9.45 9.50
4.1-4.5 Years 9.45 9.50
4.6-5.0 Years 9.55 9.60
5.1-5.5 Years 9.55 9.60
5.6-6.0 Years 9.55 9.65
6.1-6.5 Years 9.60 9.65
6.6-7.0 Years 9.60 9.70
7.1-7.5 Years 9.60 9.70
7.6-8.0 Years 9.65 9.75
8.1-8.5 Years 9.65 9.75
9.5-10.0Years 9.75 9.80
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 8.60 8.70
0.6-1.0 Years 8.80 8.90
1.1-1.5 Years 8.90 9.05
1.6-2.0 Years 9.20 9.30
2.1-2.5 Years 9.20 9.30
2.6-3.0 Years 9.31 9.35
3.1-3.5 Years 9.35 9.45
3.5-4.0 Years - -
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 9.50 9.75
3 Months 9.50 9.75
6 Months 10.00 10.50
12 Months 10.75 11.25
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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 8.50-9.00
8-15 Days 8.40-8.75
16-30 Days 8.50-8.65
31-60 Days 8.50-8.65
61-90 Days 8.50-8.60
91-120 Days 8.50-8.60
121-180 Days 8.55-8.65
181-270 Days 8.60-8.70
271-365 Days 8.78-8.80
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Kerb Market FX Rate
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Currency Bid Offer
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USD 60.70 60.80
EUR 76.15 76.40
GBP 111.00 111.30
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