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Print 2008-06-15
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (June 14, 2008).
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (June 14, 2008).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 11.50% - 11.75%. In Clean, trading levels varied between 12.00% - 13.00% and in Call most of the deals were done within the range of 13.00% -18.00%. Money Market closed at the top level of 11.90%.
For Monday it is expected that money market would trade at the level of 11.90%.
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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 11.50 11.90 11.75 11.90 11.76
1-Week 10.75 11.25 11.00 11.50 11.13
2-Week 10.75 11.15 11.00 11.25 11.04
1-Month 10.75 11.20 11.10 11.30 11.09
2-Months 10.90 11.25 11.20 11.40 11.19
3-Months 10.90 11.25 11.20 11.40 11.19
4-Months 11.00 11.30 11.25 11.40 11.24
5-Months 11.10 11.40 11.30 11.50 11.33
6-Months 11.25 11.50 11.40 11.60 11.44
9-Months 11.25 11.50 11.50 11.65 11.48
1-Year 11.25 11.50 11.50 11.70 11.49
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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 12.00 17.00 13.00 18.00 15.00
1-Week 11.50 14.00 12.00 15.00 13.13
2-Week 11.75 14.00 12.00 14.50 13.06
1-Month 12.00 14.50 13.00 15.00 13.63
2-Months 12.00 14.00 13.00 14.50 13.38
3-Months 13.00 14.50 14.00 15.00 14.13
4-Months 13.00 14.50 14.00 15.00 14.13
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 Years 11.25 11.40
0.6-1.0 Years 11.75 11.90
1.1-1.5 Years 11.90 12.00
1.6-2.0 Years 12.20 12.30
2.1-2.5 Years 12.30 12.40
2.6-3.0 Years 12.30 12.40
3.1-3.5 Years 12.40 12.50
3.6-4.0 Years 12.45 12.50
4.1-4.5 Years 12.50 12.60
4.6-5.0 Years 12.55 12.65
5.1-5.5 Years 12.60 12.70
5.6-6.0 Years 12.60 12.70
6.1-6.5 Years 12.65 12.75
6.6-7.0 Years 12.70 12.75
7.1-7.5 Years 12.70 12.80
7.6-8.0 Years 12.60 12.70
8.1-8.5 Years 12.65 12.75
8.6-9.0 Years 12.55 12.65
9.1-9.5 Years 12.40 12.60
9.5-10.0Years 12.40 12.60
15 Years 13.25 13.40
20 Years 13.40 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 13.50 15.50
6 Months 14.50 15.00
12 Months 15.00 16.00
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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 11.50 12.00
8-15 Days 11.00 11.50
16-30 Days 10.75 11.25
31-60 Days 11.00 11.15
61-90 Days 11.15 11.25
91-120 Days 11.20 11.30
121-180 Days 11.25 11.35
181-270 Days 11.35 11.45
271-365 Days 11.45 11.50
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Kerb Market FX Rate
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Currency Bid Offer
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USD 67.60 68.00
EUR 103.50 103.90
GBP 131.40 131.80
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