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Print 2009-02-20
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (February 19, 2009).
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (February 19, 2009).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 12.00% - 13.00%. In Call most of the deals were done within the range of 11.50% - 14.00%. Money Market closed at the level of 13.00% - 13.50%. For Friday it is expected that money market would trade at the level of 10.00% - 12.00%.
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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 10.75 13.00 11.00 13.50 12.06
1-Week 10.75 11.50 11.00 11.75 11.25
2-Week 11.50 12.00 11.75 12.25 11.88
1-Month 11.80 12.30 12.10 12.40 12.15
2-Months 12.40 12.80 12.75 13.00 12.74
3-Months 12.75 13.00 13.00 13.25 13.00
4-Months 12.90 13.20 13.25 13.40 13.19
5-Months 13.10 13.35 13.25 13.45 13.29
6-Months 13.20 13.40 13.40 13.60 13.40
9-Months 13.25 13.45 13.50 13.55 13.44
1-Year 13.40 13.50 13.55 13.65 13.53
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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 13.50 12.00 14.00 12.75
1-Week 12.50 14.00 13.00 14.50 13.50
2-Week 12.50 13.50 13.00 14.00 13.25
1-Month 13.00 14.00 13.50 14.25 13.69
2-Months 13.25 14.00 13.50 14.25 13.75
3-Months 13.75 14.50 14.25 14.75 14.31
4-Months 14.00 14.50 14.25 14.75 14.38
5-Months 14.00 14.60 14.50 14.75 14.46
6-Months 14.25 14.75 14.75 15.00 14.69
9-Months 14.75 15.25 15.00 15.50 15.13
1-Year 15.00 15.50 15.25 15.75 15.38
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 13.40 13.65
0.6-1.0 Years 13.50 13.65
1.1-1.5 Years 13.50 13.70
1.6-2.0 Years 13.55 13.75
2.1-2.5 Years 13.60 13.75
2.6-3.0 Years 13.65 13.75
3.1-3.5 Years 13.65 13.75
3.6-4.0 Years 13.90 14.10
4.1-4.5 Years 14.00 14.20
4.6-5.0 Years 14.00 14.25
5.1-5.5 Years 14.05 14.30
5.6-6.0 Years 14.10 14.40
6.1-6.5 Years 14.15 14.40
6.6-7.0 Years 14.20 14.40
7.1-7.5 Years 14.30 14.40
7.6-8.0 Years 14.35 14.45
8.1-8.5 Years 14.40 14.50
8.6-9.0 Years 14.50 14.60
9.1-9.5 Years 14.45 14.55
9.5-10.0 Years 14.45 14.55
15 Years 15.50 15.85
20 Years 15.75 16.00
30 Years 16.25 16.50
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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 14.50 15.00
6 Months 15.00 15.50
12 Months 15.50 16.00
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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 11.00-11.50
8-15 Days 11.75-12.25
16-30 Days 12.25-12.75
31-60 Days 12.75-13.10
61-90 Days 12.90-13.20
91-120 Days 13.10-13.35
121-180 Days 13.20-13.40
181-270 Days 13.25-13.40
271-365 Days 13.30-13.50
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Kerb Market FX Rate
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Currency Bid Offer
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USD 79.50 79.90
EUR 101.50 103.50
GBP 112.50 114.50
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