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Print 2006-10-14
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (October 13, 2006).
Money market report by Khadim Ali Shah Bukhari & Co on Friday (October 13, 2006).
DAILY MONEY MARKET COMMENTS: Today money market initiated at the levels of 9.00% - 9.25%. As the day progressed most of the trades in Repo were seen at the highest level of 9.40%. The overnight rates in Call and Clean within the vicinity of 10.00% - 11.00%. Market closed at 9.40%. SBP reported a discounting of Rs 2.7 bln.
For Saturday it is expected that money market would remain within the band of 8.25% - 8.75%.
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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 9.00 9.40 9.25 9.40 9.26
1-Week 8.50 8.75 8.70 9.00 8.74
2-Weeks 8.40 8.80 8.75 9.00 8.74
1-Month 8.50 8.75 8.70 9.10 8.76
2-Months 8.50 8.75 8.65 8.90 8.70
3-Months 8.55 8.80 8.70 9.00 8.76
4-Months 8.60 8.90 8.75 9.10 8.84
5-Months 8.65 8.90 8.80 9.15 8.88
6-Months 8.70 9.00 8.85 9.20 8.94
9-Months 8.75 9.00 9.00 9.25 9.00
1-Year 8.85 9.10 9.10 9.35 9.10
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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 9.75 10.50 10.00 10.75 10.25
1-Week 9.75 10.25 10.00 10.50 10.13
2-Weeks 9.50 10.00 9.75 10.25 9.88
1-Month 9.75 10.25 10.00 10.50 10.13
2-Months 9.75 10.25 10.00 10.50 10.13
3-Months 9.75 10.50 10.25 10.75 10.31
4-Months 9.75 10.50 10.25 10.75 10.31
5-Months 9.75 10.50 10.25 10.75 10.31
6-Months 10.25 10.75 10.50 11.00 10.63
9-Months 10.25 10.75 10.50 11.00 10.63
1-Year 10.50 10.75 11.00 11.25 10.88
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 8.85 8.90
0.6-1.0 Years 8.95 9.05
1.1-1.5 Years 9.10 9.25
1.6-2.0 Years 9.35 9.40
2.1-2.5 Years 9.25 9.35
2.6-3.0 Years 9.30 9.45
3.1-3.5 Years 9.45 9.60
3.6-4.0 Years 9.60 9.70
4.1-4.5 Years 9.65 9.75
4.6-5.0 Years 9.70 9.85
5.1-5.5 Years 9.75 9.85
5.6-6.0 Years 9.80 9.90
6.1-6.5 Years 9.85 10.00
6.6-7.0 Years 9.85 10.00
7.1-7.5 Years 9.90 10.15
7.6-8.0 Years 9.90 10.15
8.1-8.5 Years 10.00 10.10
9.5-10.0 Years 10.10 10.25
15 Years 11.00 11.25
20 Years 11.25 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 8.85 8.90
0.6-1.0 Years 8.95 9.05
1.1-1.5 Years 9.10 9.25
1.6-2.0 Years 9.35 9.40
2.1-2.5 Years 9.25 9.35
2.6-3.0 Years 9.30 9.45
3.1-3.5 Years 9.45 9.60
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 10.00 10.50
3 Months 10.50 11.00
6 Months 11.00 11.50
12 Months 11.25 12.00
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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 9.00-9.30
8-15 Days 8.90-9.25
16-30 Days 8.65-8.85
31-60 Days 8.70-8.80
61-90 Days 8.70-8.80
91-120 Days 8.75-8.85
121-180 Days 8.80-8.95
181-270 Days 8.85-9.00
271-365 Days 8.95-9.05
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Kerb Market FX Rate
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Currency Bid Offer
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USD 60.67 60.72
EUR 76.15 76.30
GBP 112.90 113.00
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