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Print 2008-01-31
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (January 30, 2008).
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (January 30, 2008).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 8.00% - 8.50%. In Clean, the trading levels varied between 8.75% - 9.00% and in Call the trades were seen in the range of 7.75% - 8.50%. Money market closed at the level of 7.75% - 8.00%. SBP conducted an auction of Treasury Bills but later it was rejected because of short participation of Rs 5.525 billion.
For Thursday it is expected that money market would trade at the level of 7.50% - 8.00%.
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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 7.00 8.75 7.50 9.00 8.06
1-Week 8.60 9.00 8.90 9.20 8.93
2-Weeks 8.70 9.20 8.90 9.30 9.03
1-Month 9.15 9.30 9.25 9.40 9.28
2-Months 9.35 9.55 9.50 9.65 9.51
3-Months 9.45 9.65 9.50 9.70 9.58
4-Months 9.50 9.65 9.60 9.75 9.63
5-Months 9.50 9.65 9.60 9.75 9.63
6-Months 9.50 9.70 9.65 9.80 9.66
9-Months 9.55 9.70 9.65 9.80 9.68
1-Year 9.60 9.75 9.70 9.85 9.73
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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 9.90 7.75 9.95 8.78
1-Week 9.20 9.50 9.40 9.60 9.43
2-Week 9.25 9.60 9.40 9.70 9.49
1-Month 9.40 9.60 9.50 9.70 9.55
2-Months 9.75 10.00 9.90 10.10 9.94
3-Months 9.75 10.00 9.90 10.10 9.94
4-Months 9.75 10.10 10.00 10.25 10.03
5-Months 9.80 10.20 10.00 10.40 10.10
6-Months 9.90 10.30 10.10 10.50 10.20
9-Months 10.00 10.40 10.25 10.50 10.29
1-Year 10.00 10.50 10.25 10.60 10.34
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Year 9.60 9.70
0.6-1.0 Year 9.60 9.70
1.1-1.5 Year 9.70 9.75
1.6-2.0 Year 9.80 9.90
2.1-2.5 Year 9.90 10.00
2.6-3.0 Year 10.00 10.10
3.1-3.5 Year 10.05 10.15
3.6-4.0 Year 10.10 10.20
4.1-4.5 Year 10.15 10.25
4.6-5.0 Year 10.20 10.30
5.1-5.5 Year 10.25 10.35
5.6-6.0 Year 10.25 10.35
6.1-6.5 Year 10.30 10.40
6.6-7.0 Year 10.30 10.40
7.1-7.5 Year 10.40 10.50
7.6-8.0 Year 10.40 10.50
8.1-8.5 Year 10.50 10.60
8.6-9.0 Year 10.70 10.80
9.1-9.5 Year 10.80 10.90
9.5-10.0Year 10.85 10.95
15 Year 11.75 11.85
20 Year 11.95 12.05
30 Year 12.10 12.20
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Tenor Range (% p a)
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1 Month 9.75 10.25
3 Months 10.00 10.50
6 Months 10.25 10.75
12 Months 10.50 11.00
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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 9.25-9.50
8-15 Days 9.30-9.60
16-30 Days 9.30-9.60
31-60 Days 9.45-9.55
61-90 Days 9.50-9.65
91-120 Days 9.50-9.60
121-180 Days 9.50-9.60
181-270 Days 9.60-9.70
271-365 Days 9.50-9.75
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Kerb Market FX Rate
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Currency Bid Offer
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USD 62.70 62.80
EUR 92.30 92.50
GBP 124.35 124.55
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