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Print 2006-12-13
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (December 12, 2006).
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (December 12, 2006).
DAILY MONEY MARKET COMMENTS: Today money market initiated at the levels of 8.00% - 8.50%. As the day progressed most of the repo trades were seen at the level of 8.25% - 8.75%. The overnight rates in Call and Clean were seen within the vicinity of 9.00% - 9.75%. Money market closed at the level of 8.30% - 8.50%. SBP announced Two Weeks OMO and mopped up Rs 3.6 billion @8.60% against the total participation of Rs 4.1 billion.
For Wednesday 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 8.00 8.75 8.25 8.90 8.48
1-Week 8.40 8.60 8.50 8.70 8.55
2-Weeks 8.50 8.70 8.60 8.80 8.65
1-Month 8.60 8.70 8.75 8.90 8.74
2-Months 8.65 8.80 8.75 9.00 8.80
3-Months 8.70 8.80 8.75 9.00 8.81
4-Months 8.70 9.00 8.85 9.15 8.93
5-Months 8.75 9.00 8.90 9.15 8.95
6-Months 8.80 9.10 8.90 9.20 9.00
9-Months 8.85 9.10 9.00 9.25 9.05
1-Year 8.90 9.10 9.10 9.35 9.11
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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 8.50 9.00 8.75 9.50 8.94
1-Week 9.25 9.50 9.50 9.75 9.50
2-Weeks 9.50 9.75 9.75 10.00 9.75
1-Month 10.00 10.50 10.75 11.25 10.63
2-Months 10.00 10.75 10.50 11.00 10.56
3-Months 10.25 10.75 10.50 11.00 10.63
4-Months 10.25 10.75 10.25 11.00 10.56
5-Months 10.25 10.75 10.50 11.00 10.63
6-Months 10.25 11.00 10.50 11.25 10.75
9-Months 10.25 11.00 10.50 11.25 10.75
1-Year 10.50 11.25 11.00 11.50 11.06
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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 9.00
0.6-1.0 Years 8.95 9.05
1.1-1.5 Years 9.10 9.25
1.6-2.0 Years 9.50 9.60
2.1-2.5 Years 9.60 9.70
2.6-3.0 Years 9.70 9.85
3.1-3.5 Years 9.75 9.85
3.6-4.0 Years 9.75 9.85
4.1-4.5 Years 9.80 9.90
4.6-5.0 Years 9.80 9.90
5.1-5.5 Years 9.85 10.00
5.6-6.0 Years 9.90 10.10
6.1-6.5 Years 10.00 10.15
6.6-7.0 Years 10.15 10.25
7.1-7.5 Years 10.20 10.30
7.6-8.0 Years 10.25 10.35
8.1-8.5 Years 10.25 10.35
8.6-9.0 Years 10.30 10.40
9.1-9.5 Years 10.30 10.40
9.5-10.0 Years 10.30 10.45
15 Years 11.25 11.40
20 Years 11.30 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 9.00
0.6-1.0 Years 8.95 9.05
1.1-1.5 Years 9.10 9.25
1.6-2.0 Years 9.50 9.60
2.1-2.5 Years 9.60 9.70
2.6-3.0 Years 9.70 9.85
3.1-3.5 Years 9.75 9.85
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 11.00 11.50
3 Months 11.00 11.50
6 Months 11.25 12.00
12 Months 11.50 12.50
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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 9.00-9.30
8-15 Days 8.90-9.25
16-30 Days 8.65-8.85
31-60 Days 8.70-9.00
61-90 Days 8.65-8.75
91-120 Days 8.65-8.75
121-180 Days 8.75-8.90
181-270 Days 8.85-8.95
271-365 Days 8.95-9.00
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Kerb Market FX Rate
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Currency Bid Offer
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USD 61.05 61.15
EUR 80.40 80.50
GBP 119.10 119.20
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