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Print 2008-05-29
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (May 28, 2008).
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (May 28, 2008).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 10.25% - 10.75%. In Clean, trading levels varied between 13.00% - 16.00% and in Call most of the deals were done within the range of 9.00% - 14.00%. Money market closed at the level of 5.50% - 6.00%. For Thursday it is expected that money market would trade at the level of 9.00% - 10.00%.
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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 5.50 10.50 6.00 11.00 8.25
1-Week 9.00 10.75 9.50 11.00 10.06
2-Week 9.75 10.75 10.00 11.00 10.38
1-Month 10.50 11.25 10.75 11.50 11.00
2-Months 10.75 11.50 11.00 11.60 11.21
3-Months 10.75 11.50 11.00 11.65 11.23
4-Months 10.90 11.50 11.25 11.65 11.33
5-Months 11.00 11.50 11.40 11.70 11.40
6-Months 11.25 11.50 11.50 11.75 11.50
9-Months 11.25 11.50 11.50 11.75 11.50
1-Year 11.25 11.50 11.60 11.80 11.54
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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 7.00 14.00 7.50 14.50 10.75
1-Week 11.00 13.00 11.50 14.00 12.38
2-Week 12.00 13.00 12.50 13.50 12.75
1-Month 13.00 14.00 13.50 14.50 13.75
2-Months 13.25 14.50 13.50 15.00 14.06
3-Months 13.50 14.50 14.50 15.00 14.38
4-Months 13.50 14.75 14.00 15.50 14.44
5-Months 13.75 14.50 14.25 15.00 14.38
6-Months 14.00 14.50 14.50 15.00 14.50
9-Months 14.00 14.50 14.50 15.00 14.50
1-Year 14.25 14.75 14.75 15.25 14.75
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Year 11.00 11.25
0.6-1.0 Year 11.10 11.40
1.1-1.5 Year 11.25 11.50
1.6-2.0 Year 11.50 11.70
2.1-2.5 Year 11.50 11.70
2.6-3.0 Year 11.80 11.90
3.1-3.5 Year 11.90 12.00
3.6-4.0 Year 12.10 12.20
4.1-4.5 Year 12.20 12.30
4.6-5.0 Year 12.25 12.35
5.1-5.5 Year 12.30 12.40
5.6-6.0 Year 12.30 12.40
6.1-6.5 Year 12.35 12.45
6.6-7.0 Year 12.35 12.45
7.1-7.5 Year 12.40 12.55
7.6-8.0 Year 12.45 12.55
8.1-8.5 Year 12.45 12.60
8.6-9.0 Year 12.45 12.60
9.1-9.5 Year 12.50 12.70
9.5-10.0Years 12.50 13.75
15 Years 13.20 13.50
20 Years 13.25 13.60
30 Years 13.40 13.90
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 14.00 15.00
3 Months 14.50 15.50
6 Months 15.00 16.00
12 Months 15.00 16.50
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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 11.00-11.25
8-15 Days 10.50-11.00
16-30 Days 10.75-11.00
31-60 Days 11.00-11.30
61-90 Days 11.10-11.30
91-120 Days 11.20-11.35
121-180 Days 11.25-11.40
181-270 Days 11.30-11.45
271-365 Days 11.40-11.50
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Kerb Market FX Rate
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Currency Bid Offer
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USD 68.60 69.00
EUR 107.80 108.10
GBP 136.00 136.30
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