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Print 2009-02-27
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (February 26, 2009).
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (February 26, 2009).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 8.50% - 9.50%. In Call most of the deals were done within the range of 9.00% - 12.50%. Money Market closed at the level of 9.00% - 9.50%. For Thursday it is expected that money market would trade at the level of 9.00% - 14.00%.
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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 2.00 9.00 2.50 9.50 5.75
1-Week 8.00 9.75 8.50 10.00 9.06
2-Week 9.00 10.50 9.50 11.00 10.00
1-Month 10.50 11.50 11.00 11.75 11.19
2-Months 11.25 11.50 11.50 11.75 11.50
3-Months 11.30 11.60 11.50 11.75 11.54
4-Months 11.50 11.75 11.60 11.90 11.69
5-Months 11.65 11.90 11.75 12.00 11.83
6-Months 11.75 12.00 12.00 12.20 11.99
9-Months 12.00 12.25 12.25 12.50 12.25
1-Year 12.00 12.50 12.40 12.75 12.41
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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 3.00 10.00 3.50 10.50 6.75
1-Week 9.50 11.50 10.00 12.00 10.75
2-Week 10.00 11.50 10.50 12.00 11.00
1-Month 11.50 12.00 12.00 12.50 12.00
2-Months 12.25 13.00 12.75 13.25 12.81
3-Months 12.75 13.50 13.25 14.00 13.38
4-Months 12.75 13.50 13.25 14.00 13.38
5-Months 12.90 13.60 13.25 13.90 13.41
6-Months 13.00 13.90 13.50 14.10 13.63
9-Months 13.75 14.25 14.25 14.50 14.19
1-Year 14.00 14.50 14.50 14.90 14.48
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 11.90 12.10
0.6-1.0 Years 12.10 12.25
1.1-1.5 Years 12.25 12.40
1.6-2.0 Years 12.30 12.60
2.1-2.5 Years 12.40 12.60
2.6-3.0 Years 12.40 12.65
3.1-3.5 Years 12.50 12.70
3.6-4.0 Years 12.60 12.70
4.1-4.5 Years 12.60 12.75
4.6-5.0 Years 12.60 12.75
5.1-5.5 Years 12.65 12.80
5.6-6.0 Years 12.65 12.80
6.1-6.5 Years 12.65 12.85
6.6-7.0 Years 12.70 12.90
7.1-7.5 Years 12.70 12.90
7.6-8.0 Years 12.70 12.95
8.1-8.5 Years 12.75 12.95
8.6-9.0 Years 12.75 13.00
9.1-9.5 Years 12.75 13.00
9.5-10.0 Years 12.75 13.00
15 Years 14.75 15.00
20 Years 15.00 15.25
30 Years 15.25 15.50
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 13.00 13.50
3 Months 13.50 14.50
6 Months 14.50 15.00
12 Months 15.00 15.50
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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 9.50-10.50
8-15 Days 10.00-10.60
16-30 Days 11.00-11.50
31-60 Days 11.25-11.75
61-90 Days 11.25-11.75
91-120 Days 11.65-11.90
121-180 Days 11.65-11.90
181-270 Days 11.90-12.15
271-365 Days 11.95-12.20
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Kerb Market FX Rate
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Currency Bid Offer
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USD 79.70 80.10
EUR 101.00 103.00
GBP 113.00 115.00
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