Print
Print 2007-01-23
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Monday (January 22, 2007).
Money market report by Khadim Ali Shah Bukhari & Co on Monday (January 22, 2007).
DAILY MONEY MARKET COMMENTS: In response to Saturday's market where market got closed at 7.80% - 8.00%, most of the banks were expecting OMO and floated over night repo rates at 8.00% -8.50% early in the morning. SBP conducted a Ten days OMO and mopped up Rs 13.2@ 8.5%. Market remained with in the band of 8.25% - 8.75% through out the day.
For Tuesday it is expected that market would remain in the band of 8.50% - 9.00%.
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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 8.00 8.75 8.25 9.00 8.50
1-Week 8.40 8.60 8.50 8.75 8.56
2-Weeks 8.40 8.60 8.60 8.75 8.59
1-Month 8.60 8.80 8.70 8.90 8.75
2-Months 8.60 8.75 8.70 8.90 8.74
3-Months 8.65 8.90 8.75 9.00 8.83
4-Months 8.70 9.00 8.80 9.10 8.90
5-Months 8.75 9.00 8.85 9.15 8.94
6-Months 8.80 9.00 8.90 9.20 8.98
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 8.75 9.75 9.00 10.00 10.05
1-Week 9.25 9.75 9.50 10.00 9.75
2-Weeks 9.25 9.75 9.50 10.00 10.01
1-Month 9.50 10.25 9.75 10.50 10.38
2-Months 9.50 10.25 9.75 10.75 10.62
3-Months 9.75 10.50 10.25 10.75 10.77
4-Months 10.00 10.75 10.25 11.00 10.98
5-Months 10.00 10.75 10.50 11.00 11.19
6-Months 10.25 11.00 10.75 11.25 11.43
9-Months 10.40 11.00 11.00 11.50 10.98
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 8.90 9.00
0.6-1.0 Years 9.00 9.10
1.1-1.5 Years 9.25 9.40
1.6-2.0 Years 9.50 9.60
2.1-2.5 Years 9.70 9.80
2.6-3.0 Years 9.75 9.90
3.1-3.5 Years 9.75 9.90
3.6-4.0 Years 9.75 9.90
4.1-4.5 Years 9.85 9.95
4.6-5.0 Years 9.85 9.95
5.1-5.5 Years 9.90 10.00
5.6-6.0 Years 9.90 10.10
6.1-6.5 Years 10.00 10.25
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 10.40 10.60
9.5-10.0 Years 10.40 10.60
15 Years 11.10 11.30
20 Years 11.30 11.60
30 Years 11.40 11.90
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FIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 8.90 9.00
0.6-1.0 Years 9.00 9.10
1.1-1.5 Years 9.25 9.40
1.6-2.0 Years 9.50 9.60
2.1-2.5 Years 9.70 9.80
2.6-3.0 Years 9.75 9.90
3.1-3.5 Years 9.75 9.90
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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 11.25 11.75
12 Months 11.50 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 8.75-8.90
31-60 Days 8.70-9.00
61-90 Days 8.65-8.75
91-120 Days 8.65-8.75
121-180 Days 8.80-8.95
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 60.83 60.88
EUR 78.45 78.55
GBP 119.50 119.60
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