Print
Print 2007-09-11
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Monday (September 10, 2007).
Money market report by Khadim Ali Shah Bukhari & Co on Monday (September 10, 2007).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 9.00% - 9.25%. Most of the repo deals were done within the range of 9.10% - 9.40%. In Call and Clean major trades were seen between the level of 9.50% - 9.75%. Money market closed at the level of 8.50% - 8.75%.
For Tuesday it is expected that money market would remain within the range 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 8.50 9.50 8.75 9.75 9.13
1-Week 8.90 9.15 9.10 9.25 9.10
2-Weeks 8.90 9.10 9.10 9.25 9.09
1-Month 8.95 9.20 9.10 9.30 9.14
2-Months 9.05 9.25 9.15 9.30 9.19
3-Months 9.10 9.30 9.20 9.35 9.24
4-Months 9.15 9.30 9.20 9.35 9.25
5-Months 9.15 9.35 9.25 9.40 9.29
6-Months 9.20 9.40 9.30 9.45 9.34
9-Months 9.25 9.40 9.35 9.50 9.38
1-Year 9.25 9.45 9.35 9.50 9.39
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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 8.90 9.90 9.33
1-Week 9.00 9.25 9.25 9.40 9.23
2-Weeks 9.10 9.25 9.15 9.35 9.21
1-Month 9.20 9.40 9.30 9.45 9.34
2-Months 9.20 9.60 9.35 9.70 9.46
3-Months 9.25 9.60 9.35 9.75 9.49
4-Months 9.30 9.70 9.50 9.80 9.58
5-Months 9.40 9.90 9.60 10.00 9.73
6-Months 9.60 10.00 9.75 10.10 9.86
9-Months 9.75 10.10 10.00 10.25 10.03
1-Year 9.90 10.25 10.10 10.40 10.16
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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 9.65 9.70
4.1-4.5 Years 9.70 9.75
4.6-5.0 Years 9.82 9.85
5.1-5.5 Years 9.85 9.90
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 10.31 10.35
15 Years 11.10 11.25
30 Years 11.60 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 9.40 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 9.40 9.70
3 Months 9.60 9.90
6 Months 9.90 10.20
12 Months 10.25 10.50
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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 9.25-9.50
8-15 Days 9.20-9.40
16-30 Days 9.10-9.25
31-60 Days 9.05-9.20
61-90 Days 9.05-9.20
91-120 Days 9.10-9.20
121-180 Days 9.15-9.30
181-270 Days 9.35-9.40
271-365 Days 9.37-9.40
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Kerb Market FX Rate
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Currency Bid Offer
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USD 60.80 60.85
EUR 83.55 83.65
GBP 122.95 123.05
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