Print
Print 2007-01-27
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (January 26, 2007).
Money market report by Khadim Ali Shah Bukhari & Co on Friday (January 26, 2007).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 7.50% - 8.00%. As the day progressed market showed a lower trend and touched a lower of 1.00%. Most of the clean deals were seen at 8.00% - 8.25% but at the end Clean market also touched a lower of 4.00% - 5.00%. Dealt rates in Call were between 2.00% - 8.00%. Money market got closed at the level of 1.00% - 1.50%.
For Saturday it is expected that money market would remain in the band of 7.50% - 8.50%.
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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 0.50 7.50 0.75 8.00 4.19
1-Week 7.50 8.00 7.75 8.25 7.88
2-Weeks 7.75 8.25 8.00 8.50 8.13
1-Month 8.25 8.50 8.50 8.75 8.50
2-Months 8.60 8.75 8.70 8.85 8.73
3-Months 8.65 8.85 8.75 8.95 8.80
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 1.50 8.00 2.00 8.50 10.05
1-Week 8.25 9.00 8.75 9.50 9.75
2-Weeks 8.50 9.25 9.00 9.50 10.01
1-Month 9.00 9.75 9.50 10.00 10.38
2-Months 9.50 10.00 9.75 10.50 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 11.00 11.50
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 60.82 60.87
EUR 78.65 78.75
GBP 119.35 119.45
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