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Print 2008-07-20
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (July 19, 2008).
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (July 19, 2008).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 10.25% -11.00%. In Clean, trading levels varied between 12.00% - 13.00% and in Call most of the deals were done within the range of 12.00% -14.00%. Money Market closed at the level of 8.50% - 9.00%. SBP announced 2 days OMO and mopped up Rs 13.00 bln @ 9.95% against the total participation of Rs 14.00 bln.
For Monday it is expected that money market would trade at the level of 9.50% - 10.50%.
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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 9.90 11.50 10.00 11.75 10.79
1-Week 10.20 10.40 10.40 10.50 10.38
2-Week 10.30 10.50 10.50 10.80 10.53
1-Month 10.60 10.75 10.80 11.00 10.79
2-Months 11.50 11.70 11.70 11.80 11.68
3-Months 11.70 11.80 11.80 11.85 11.79
4-Months 11.70 11.80 11.75 11.85 11.78
5-Months 11.75 11.80 11.75 11.85 11.79
6-Months 11.75 11.80 11.75 11.90 11.80
9-Months 11.80 11.90 11.90 11.95 11.89
1-Year 11.80 11.90 11.90 11.95 11.89
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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 11.50 12.50 12.00 13.00 12.25
1-Week 12.00 13.00 12.50 14.00 12.88
2-Week 12.00 13.50 12.50 14.00 13.00
1-Month 12.00 13.50 13.00 14.00 13.13
2-Months 12.00 14.00 13.00 14.50 13.38
3-Months 12.50 14.50 13.50 15.00 13.88
4-Months 13.00 14.50 14.00 15.00 14.13
5-Months 13.50 14.50 14.00 15.50 14.38
6-Months 14.00 14.75 14.50 15.50 14.69
9-Months 14.25 15.00 14.75 16.00 15.00
1-Year 14.50 15.50 15.00 16.00 15.25
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Year 12.00 12.25
0.6-1.0 Year 12.40 12.50
1.1-1.5 Year 13.25 13.35
1.6-2.0 Year 13.25 13.35
2.1-2.5 Year 13.30 13.40
2.6-3.0 Year 13.50 13.60
3.1-3.5 Year 13.90 14.00
3.6-4.0 Year 13.90 14.00
4.1-4.5 Year 13.95 14.10
4.6-5.0 Year 13.95 14.10
5.1-5.5 Year 14.00 14.15
5.6-6.0 Year 14.00 14.15
6.1-6.5 Year 14.10 14.20
6.6-7.0 Year 14.10 14.20
7.1-7.5 Year 14.20 14.30
7.6-8.0 Year 14.20 14.30
8.1-8.5 Year 14.30 14.40
8.6-9.0 Year 14.35 14.50
9.1-9.5 Year 14.40 14.50
9.5-10.0 Years 14.40 14.50
15 Years 14.75 14.85
20 Years 14.90 15.00
30 Years 15.00 15.20
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 13.50 14.50
3 Months 14.00 15.00
6 Months 15.00 17.00
12 Months 15.00 17.00
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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 10.50-10.75
8-15 Days 10.40-10.70
16-30 Days 11.25-11.40
31-60 Days 11.50-11.60
61-90 Days 11.60-11.75
91-120 Days 11.65-11.75
121-180 Days 11.75-11.85
181-270 Days 11.80-11.90
271-365 Days 11.80-11.90
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Kerb Market FX Rate
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Currency Bid Offer
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USD 70.50 71.00
EUR 111.10 112.10
GBP 140.10 141.10
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