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Print 2008-11-02
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (November 01, 2008).
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (November 01, 2008).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 11.00% - 11.50%. In Clean, trading levels varied between 13.00% - 16.00% and in Call most of the deals were done within the range of 13.00% - 17.00%. Money Market closed at the level of 12.90%.SBP reported discounting of Rs 1.30 billion.
For Saturday it is expected that money market would trade at the level of 11.75% - 12.50%.
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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 11.50 12.90 11.75 12.90 12.26
1-Week 11.75 12.00 12.00 12.15 11.98
2-Week 11.85 12.00 12.00 12.20 12.01
1-Month 11.90 12.10 12.20 12.30 12.13
2-Months 12.25 12.45 12.40 12.55 12.41
3-Months 12.25 12.50 12.40 12.60 12.44
4-Months 12.35 12.50 12.45 12.55 12.46
5-Months 12.40 12.55 12.50 12.60 12.51
6-Months 12.50 12.60 12.55 12.65 12.58
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 14.00 18.00 14.00 19.00 16.25
1-Week 14.50 17.00 15.00 18.00 16.13
2-Week 14.50 17.00 15.00 18.00 16.13
1-Month 14.50 16.00 15.00 16.50 15.50
2-Months 15.00 16.00 15.50 16.50 15.75
3-Months 15.00 16.50 15.50 17.00 16.00
4-Months 15.50 16.50 16.00 17.00 16.25
5-Months 15.50 17.00 16.00 17.50 16.50
6-Months 15.50 17.00 16.00 17.50 16.50
9-Months 16.00 17.50 16.50 18.00 17.00
1-Year 16.00 17.50 17.00 18.50 17.25
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 12.60 12.80
0.6-1.0 Years 12.85 13.00
1.1-1.5 Years 13.25 13.35
1.6-2.0 Years 13.40 13.60
2.1-2.5 Years 13.50 13.70
2.6-3.0 Years 13.90 14.00
3.1-3.5 Years 13.90 14.10
3.6-4.0 Years 14.00 14.20
4.1-4.5 Years 14.10 14.25
4.6-5.0 Years 14.15 14.30
5.1-5.5 Years 14.15 14.30
5.6-6.0 Years 14.25 14.35
6.1-6.5 Years 14.25 14.40
6.6-7.0 Years 14.30 14.45
7.1-7.5 Years 14.35 14.50
7.6-8.0 Years 14.50 14.70
8.1-8.5 Years 14.50 14.75
8.6-9.0 Years 14.60 14.80
9.1-9.5 Years 14.65 14.85
9.5-10.0 Years 14.70 14.85
15 Years 15.20 15.40
20 Years 15.30 15.60
30 Years 15.50 15.70
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 16.00 18.00
3 Months 17.00 19.00
6 Months 18.00 20.00
12 Months 18.00 22.00
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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 12.25-12.50
8-15 Days 12.00-12.40
16-30 Days 12.15-12.40
31-60 Days 12.35-12.55
61-90 Days 12.50-12.65
91-120 Days 12.55-12.70
121-180 Days 12.60-12.75
181-270 Days 12.65-12.80
271-365 Days 12.70-12.85
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Kerb Market FX Rate
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Currency Bid Offer
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USD 82.50 83.50
EUR 106.50 108.50
GBP 134.00 136.00
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