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Print 2008-10-05
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (October 04, 2008).
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (October 04, 2008).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 12.50% - 12.75%. In Clean, trading levels varied between 24.00% - 32.00% and in Call most of the deals were done within the range of 22.00% - 35.00%. Money Market closed at the level of 12.75% - 12.90. For Monday it is expected that money market would trade at the level of 12.90%.
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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 12.50 12.90 12.75 12.90 12.76
1-Week 12.50 12.75 12.75 12.90 12.73
2-Week 12.40 12.55 12.60 12.70 12.56
1-Month 12.35 12.50 12.52 12.65 12.51
2-Months 12.40 12.60 12.55 12.65 12.55
3-Months 12.45 12.60 12.60 12.70 12.59
4-Months 12.45 12.60 12.60 12.70 12.59
5-Months 12.45 12.60 12.60 12.70 12.59
6-Months 12.50 12.65 12.60 12.70 12.61
9-Months 12.50 12.65 12.60 12.70 12.61
1-Year 12.55 12.65 12.65 12.75 12.65
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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 16.00 28.00 18.00 30.00 23.00
1-Week 16.00 26.00 18.00 28.00 22.00
2-Week 14.00 20.00 16.00 22.00 18.00
1-Month 14.00 18.00 15.00 19.00 16.50
2-Months 14.00 16.50 15.00 17.00 15.63
3-Months 14.00 16.50 15.00 17.00 15.63
4-Months 14.00 16.50 15.00 17.00 15.63
5-Months 14.25 17.00 15.25 17.50 16.00
6-Months 14.25 17.00 15.25 17.50 16.00
9-Months 14.25 17.00 15.25 17.50 16.00
1-Year 15.50 17.50 16.00 18.00 16.75
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 12.00 12.25
0.6-1.0 Years 12.40 12.50
1.1-1.5 Years 13.25 13.35
1.6-2.0 Years 13.25 13.35
2.1-2.5 Years 13.30 13.40
2.6-3.0 Years 13.75 14.00
3.1-3.5 Years 13.80 14.00
3.6-4.0 Years 13.90 14.10
4.1-4.5 Years 13.90 14.10
4.6-5.0 Years 13.95 14.15
5.1-5.5 Years 14.00 14.10
5.6-6.0 Years 14.00 14.15
6.1-6.5 Years 14.05 14.20
6.6-7.0 Years 14.25 14.35
7.1-7.5 Years 14.30 14.50
7.6-8.0 Years 14.30 14.50
8.1-8.5 Years 14.35 14.55
8.6-9.0 Years 14.35 14.55
9.1-9.5 Years 14.40 14.70
9.5-10.0 Years 14.40 14.70
15 Years 14.70 14.90
20 Years 14.75 15.20
30 Years 15.00 15.25
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 17.00 19.00
3 Months 15.50 17.50
6 Months 16.50 18.50
12 Months 17.00 19.00
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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 12.90-13.25
8-15 Days 12.90-13.10
16-30 Days 12.50-12.75
31-60 Days 12.40-12.60
61-90 Days 12.55-12.65
91-120 Days 12.55-12.65
121-180 Days 12.60-12.70
181-270 Days 12.65-12.75
271-365 Days 12.65-12.80
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Kerb Market FX Rate
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Currency Bid Offer
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USD 78.00 78.30
EUR 111.30 112.30
GBP 139.70 140.70
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