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Print 2009-01-10
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (January 09, 2009).
Money market report by Khadim Ali Shah Bukhari & Co on Friday (January 09, 2009).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 8.00% - 9.00%. In Clean, trading levels varied between 13.00% - 15.00% and in Call most of the deals were done within the range of 10.00% - 15.00%. Money Market closed at the level of 14.90%. SBP announced 4 days OMO and mopped up PKR 30.00 billion @9.74% against total participation of PKR 56.50 billion. For Friday it is expected that money market would trade at the level of 13.00% - 14.50%.
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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 13.50 14.90 14.00 14.90 14.33
1-Week 10.50 11.25 10.75 11.50 11.00
2-Week 10.75 11.50 11.25 11.75 11.31
1-Month 11.75 12.25 12.25 12.50 12.19
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 14.00 16.00 15.00 17.00 15.50
1-Week 13.00 14.50 13.50 15.00 14.00
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 Years 14.25 14.75
0.6-1.0 Years 14.50 14.80
1.1-1.5 Years 14.75 14.90
1.6-2.0 Years 14.75 15.00
2.1-2.5 Years 15.00 15.10
2.6-3.0 Years 15.00 15.15
3.1-3.5 Years 15.10 15.25
3.6-4.0 Years 15.10 15.30
4.1-4.5 Years 15.20 15.40
4.6-5.0 Years 15.40 15.60
5.1-5.5 Years 15.60 15.70
5.6-6.0 Years 15.60 15.75
6.1-6.5 Years 15.65 15.85
6.6-7.0 Years 15.70 15.90
7.1-7.5 Years 15.75 15.90
7.6-8.0 Years 15.80 16.00
8.1-8.5 Years 15.80 16.00
8.6-9.0 Years 15.90 16.20
9.1-9.5 Years 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 79.10 79.60
EUR 106.50 109.50
GBP 117.50 120.50
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