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Print 2009-02-21
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (February 20, 2009).
Money market report by Khadim Ali Shah Bukhari & Co on Friday (February 20, 2009).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 11.00% - 12.00%. In Call most of the deals were done within the range of 9.00% - 13.00%. Money Market closed at the level of 8.50% - 9.00%. For Saturday it is expected that money market would trade at the level of 9.00% - 11.00%.
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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 8.50 12.50 9.00 13.00 10.75
1-Week 10.50 11.25 11.00 11.50 11.06
2-Week 11.25 11.75 11.75 12.00 11.69
1-Month 11.60 12.00 12.00 12.25 11.96
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 9.00 12.50 9.50 13.00 11.00
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 Year 13.30 13.50
0.6-1.0 Year 13.30 13.50
1.1-1.5 Year 13.35 13.55
1.6-2.0 Year 13.40 13.70
2.1-2.5 Year 13.50 13.75
2.6-3.0 Year 13.60 13.75
3.1-3.5 Year 13.65 13.75
3.6-4.0 Year 13.90 14.10
4.1-4.5 Year 14.00 14.20
4.6-5.0 Year 14.00 14.20
5.1-5.5 Year 14.05 14.25
5.6-6.0 Year 14.10 14.40
6.1-6.5 Year 14.15 14.40
6.6-7.0 Year 14.15 14.40
7.1-7.5 Year 14.30 14.40
7.6-8.0 Year 14.35 14.45
8.1-8.5 Year 14.40 14.50
8.6-9.0 Year 14.45 14.55
9.1-9.5 Year 14.40 14.50
9.5-10.0 Years 14.35 14.40
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 10.75-11.50
8-15 Days 11.50-12.00
16-30 Days 12.00-12.25
31-60 Days 12.50-13.00
61-90 Days 12.90-13.20
91-120 Days 13.10-13.35
121-180 Days 13.20-13.35
181-270 Days 13.25-13.35
271-365 Days 13.30-13.40
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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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