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Print 2007-07-07
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (July 06, 2007).
Money market report by Khadim Ali Shah Bukhari & Co on Friday (July 06, 2007).
DAILY MONEY MARKET COMMENTS: Money market initiated at the levels of 6.50% - 7.00%. As the day progressed most of the repo trades were seen at the level of 6.25% - 6.75%. In Call and Clean major trades were seen between the level of 7.50% - 8.25%. Money market closed at the level of 9.40% with SBP reported a discounting of PKR 2.0 billion.
For Saturday it is expected that money market would remain at the level of 9.00% - 9.25%.
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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 4.50 9.40 5.00 9.40 7.08
1-Week 7.00 7.50 7.50 8.00 7.50
2-Weeks 8.00 8.15 8.25 8.40 8.20
1-Month 8.60 8.75 8.75 8.90 8.75
2-Months 8.70 8.90 8.80 9.00 8.85
3-Months 8.75 8.90 8.85 9.00 8.88
4-Months 8.80 9.00 8.85 9.05 8.93
5-Months 8.85 9.00 8.95 9.10 8.98
6-Months 8.85 9.10 8.95 9.10 9.00
9-Months 8.90 9.10 9.00 9.15 9.04
1-Year 8.90 9.10 9.10 9.25 9.09
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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 5.00 9.40 5.50 9.50 7.35
1-Week 7.50 8.00 8.00 8.50 8.00
2-Weeks 8.50 9.00 8.90 9.25 8.91
1-Month 8.90 9.25 9.00 9.40 9.14
2-Months 9.25 9.50 9.40 9.70 9.46
3-Months 9.25 9.60 9.40 9.75 9.50
4-Months 9.40 9.75 9.65 9.90 9.68
5-Months 9.50 9.75 9.75 10.00 9.75
6-Months 9.75 10.00 10.00 10.25 10.00
9-Months 10.00 10.25 10.25 10.50 10.25
1-Year 10.00 10.50 10.25 10.75 10.38
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 9.10 9.20
0.6-1.0 Years 9.15 9.25
1.1-1.5 Years 9.25 9.30
1.6-2.0 Years 9.30 9.35
2.1-2.5 Years 9.40 9.45
2.6-3.0 Years 9.40 9.45
3.1-3.5 Years 9.55 9.60
3.6-4.0 Years 9.55 9.60
4.1-4.5 Years 9.60 9.65
4.6-5.0 Years 9.70 9.75
5.1-5.5 Years 9.75 9.85
5.6-6.0 Years 9.90 9.95
6.1-6.5 Years 9.95 10.00
6.6-7.0 Years 9.95 10.05
7.1-7.5 Years 9.95 10.05
7.6-8.0 Years 10.05 10.10
8.1-8.5 Years 10.05 10.10
8.6-9.0 Years 10.11 10.13
15 Years 10.90 11.00
20 Years 11.20 11.50
30 Years 11.50 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 9.10 9.20
0.6-1.0 Years 9.15 9.25
1.1-1.5 Years 9.25 9.30
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 9.40 9.70
3 Months 9.60 9.80
6 Months 9.75 10.25
12 Months 10.25 10.75
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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 9.25-9.50
8-15 Days 9.10-9.25
16-30 Days 8.90-9.10
31-60 Days 8.85-8.95
61-90 Days 8.75-8.85
91-120 Days 8.85-8.90
121-180 Days 8.95-9.00
181-270 Days 9.00-9.08
271-365 Days 9.05-9.10
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Kerb Market FX Rate
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Currency Bid Offer
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USD 61.05 61.10
EUR 82.40 82.60
GBP 121.80 122.00
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