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Print 2007-08-08
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (August 07, 2007).
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (August 07, 2007).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 8.50% - 8.75, SBP announced 9 days OMO and mopped up PKR 34.0 billion @ 8.95% against the total participation of PKR 41.0 billion after this result market stands at 8.25% - 8.50% but touches the low of 7.25% - 7.75% and closed at this same level. In Call and Clean major trades were seen between the level of 9.00% - 9.25%.
For Wednesday it is expected that money market would remain at the level of 8.25% - 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 7.25 9.00 7.50 9.25 8.25
1-Week 8.80 9.00 9.00 9.25 9.01
2-Weeks 8.80 9.15 9.00 9.25 9.05
1-Month 8.90 9.25 9.10 9.30 9.14
2-Months 9.00 9.25 9.20 9.40 9.21
3-Months 9.00 9.25 9.25 9.40 9.23
4-Months 9.10 9.35 9.25 9.50 9.30
5-Months 9.15 9.50 9.30 9.60 9.39
6-Months 9.20 9.60 9.35 9.70 9.46
9-Months 9.25 9.60 9.40 9.70 9.49
1-Year 9.30 9.65 9.40 9.75 9.53
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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 7.50 9.25 8.00 9.50 8.56
1-Week 9.10 9.50 9.25 9.75 9.40
2-Weeks 9.25 9.60 9.40 9.75 9.50
1-Month 9.25 9.75 9.40 9.90 9.58
2-Months 9.40 9.75 9.60 10.00 9.69
3-Months 9.50 9.90 9.90 10.10 9.85
4-Months 9.60 10.00 9.75 10.20 9.89
5-Months 9.65 10.00 9.75 10.25 9.91
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 9.40 9.50
0.6-1.0 Years 9.45 9.50
1.1-1.5 Years 9.50 9.60
1.6-2.0 Years 9.50 9.65
2.1-2.5 Years 9.55 9.65
2.6-3.0 Years 9.60 9.65
3.1-3.5 Years 9.60 9.70
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 9.80
5.1-5.5 Years 9.75 9.85
5.6-6.0 Years 9.95 10.00
6.1-6.5 Years 10.00 10.05
6.6-7.0 Years 10.00 10.10
7.1-7.5 Years 10.10 10.20
7.6-8.0 Years 10.25 10.40
8.1-8.5 Years 10.25 10.35
8.6-9.0 Years 10.26 10.29
9.5-10.0 Years 10.28 10.32
15 Years 11.20 11.50
20 Years 11.40 11.70
30 Years 11.75 12.10
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FIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 9.40 9.50
0.6-1.0 Years 9.50 9.60
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 9.75 10.25
3 Months 9.90 10.25
6 Months 10.25 10.75
12 Months 10.50 11.25
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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 9.50-9.75
8-15 Days 9.25-9.50
16-30 Days 9.00-9.30
31-60 Days 9.10-9.25
61-90 Days 9.00-9.10
91-120 Days 9.05-9.15
121-180 Days 9.10-9.20
181-270 Days 9.25-9.35
271-365 Days 9.30-9.40
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Kerb Market FX Rate
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Currency Bid Offer
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USD 60.85 60.90
EUR 83.50 83.60
GBP 122.70 122.80
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