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Print 2008-06-19
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (June 18, 2008).
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (June 18, 2008).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 11.90% - 11.95%. In Clean, trading levels varied between 14.00% - 18.00% and in Call most of the deals were done within the range of 14.00% - 19.00%. Money Market closed at the top level of 11.90%. SBP reported a discounting of Rs 23.26 bln.
For Wednesday 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 11.90 11.95 11.90 11.95 11.93
1-Week 11.00 11.40 11.25 11.50 11.29
2-Week 11.00 11.30 11.25 11.50 11.26
1-Month 11.00 11.30 11.25 11.40 11.24
2-Months 11.00 11.25 11.25 11.40 11.23
3-Months 11.10 11.40 11.35 11.50 11.34
4-Months 11.10 11.30 11.25 11.40 11.26
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 13.50 18.00 14.50 19.00 16.25
1-Week 12.00 15.00 13.00 16.00 14.00
2-Week 12.00 14.50 13.00 15.50 13.75
1-Month 12.00 15.00 13.00 16.00 14.00
2-Months 12.00 15.00 13.00 16.00 14.00
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 15.50 14.63
9-Months 14.00 14.50 14.50 15.50 14.63
1-Year 14.25 14.75 14.75 15.50 14.81
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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 12.40 12.50
3.1-3.5 Years 12.45 12.55
3.6-4.0 Years 12.45 12.60
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 12.75 12.95
8.6-9.0 Years 12.75 12.95
9.1-9.5 Years 12.80 13.00
9.5-10.0Years 12.80 13.00
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 14.50 16.00
3 Months 14.00 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 12.00 12.25
8-15 Days 11.50 11.75
16-30 Days 11.00 11.40
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 68.10
EUR 105.50 105.90
GBP 132.90 133.30
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