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Print 2009-01-04
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (January 03, 2009).
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (January 03, 2009).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 8.00% - 10.00%. In Clean, trading levels varied between 13.00% - 16.00% and in Call most of the deals were done within the range of 8.00% - 12.00%. Money Market closed at the level of 6.00% - 6.50%. SBP announced 3 days OMO and mopped up Rs 25.00 billion @9.84% against total participation of PKR 35.00 billion. For Monday it is expected that money market would trade at the level of 7.00% - 9.00%.
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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 5.50 11.00 6.00 12.00 8.63
1-Week 8.50 9.50 9.50 10.00 9.38
2-Week 10.00 11.25 11.00 11.50 10.94
1-Month 11.75 12.00 12.00 12.40 12.04
2-Months 12.75 13.25 13.00 13.50 13.13
3-Months 13.25 13.75 13.60 13.90 13.63
4-Months 13.25 13.75 13.75 14.00 13.69
5-Months 13.50 13.75 13.75 14.00 13.75
6-Months 13.60 14.00 14.00 14.25 13.96
9-Months 13.90 14.20 14.25 14.50 14.21
1-Year 14.00 14.25 14.30 14.55 14.28
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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 8.00 13.00 9.00 14.00 11.00
1-Week 11.00 14.00 12.00 15.00 13.00
2-Week 12.00 14.00 12.50 15.00 13.38
1-Month 13.00 15.00 14.00 16.00 14.50
2-Months 14.00 15.00 15.00 16.00 15.00
3-Months 14.50 16.00 15.50 16.50 15.63
4-Months 15.50 16.50 16.00 17.00 16.25
5-Months 16.00 16.50 16.50 17.00 16.50
6-Months 16.00 16.50 16.50 17.00 16.50
9-Months 16.25 16.75 16.75 17.25 16.75
1-Year 16.50 17.00 17.00 17.50 17.00
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Year 14.25 14.75
0.6-1.0 Year 14.50 14.80
1.1-1.5 Year 14.75 14.90
1.6-2.0 Year 14.75 15.00
2.1-2.5 Year 15.00 15.10
2.6-3.0 Year 15.00 15.15
3.1-3.5 Year 15.10 15.25
3.6-4.0 Year 15.10 15.30
4.1-4.5 Year 15.20 15.40
4.6-5.0 Year 15.40 15.60
5.1-5.5 Year 15.60 15.70
5.6-6.0 Year 15.60 15.75
6.1-6.5 Year 15.65 15.85
6.6-7.0 Year 15.70 15.90
7.1-7.5 Year 15.75 15.90
7.6-8.0 Year 15.80 16.00
8.1-8.5 Year 15.80 16.00
8.6-9.0 Year 15.90 16.20
9.1-9.5 Year 16.00 16.25
9.5-10.0 Years 16.10 16.40
15 Years 16.75 17.00
20 Years 16.75 17.20
30 Years 17.00 17.50
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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 18.00
6 Months 18.00 19.00
12 Months 18.50 19.50
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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 12.00-12.50
16-30 Days 12.75-13.00
31-60 Days 13.25-13.50
61-90 Days 13.50-13.80
91-120 Days 13.70-14.00
121-180 Days 13.75-14.25
181-270 Days 14.00-14.30
271-365 Days 14.10-14.35
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Kerb Market FX Rate
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Currency Bid Offer
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USD 78.90 79.50
EUR 107.50 110.50
GBP 115.50 118.50
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