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Print 2009-03-07
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (March 06, 2009).
Money market report by Khadim Ali Shah Bukhari & Co on Friday (March 06, 2009).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 13.00% - 14.00%. In Call most of the deals were done within the range of 14.50% - 15.00%. Money Market closed at the level of 14.90%. SBP reported discounting of Rs 8.90 billion. For Saturday it is expected that money market would trade at the level of 11.00% - 13.00%.
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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 13.00 14.90 14.00 14.90 14.20
1-Week 10.75 11.25 11.25 11.75 11.25
2-Week 10.75 11.25 11.25 11.50 11.19
1-Month 10.80 11.10 11.10 11.25 11.06
2-Months 10.75 11.20 11.25 11.40 11.15
3-Months 10.75 11.25 11.25 11.50 11.19
4-Months 11.10 11.30 11.30 11.60 11.33
5-Months 11.15 11.35 11.35 11.60 11.36
6-Months 11.15 11.40 11.40 11.60 11.39
9-Months 11.25 11.50 11.50 11.75 11.50
1-Year 11.35 11.65 11.60 11.90 11.63
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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 14.90 14.50 15.00 14.60
1-Week 11.25 12.00 11.50 12.50 11.81
2-Week 11.25 12.25 11.75 12.50 11.94
1-Month 11.50 12.25 12.00 12.75 12.13
2-Months 11.75 13.00 12.25 13.25 12.56
3-Months 12.25 13.50 12.75 13.75 13.06
4-Months 12.50 13.50 13.00 14.00 13.25
5-Months 12.75 13.75 13.25 14.00 13.44
6-Months 12.90 13.75 13.25 14.10 13.50
9-Months 13.50 14.00 13.75 14.25 13.88
1-Year 13.75 14.25 14.00 14.50 14.13
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 11.75 12.00
0.6-1.0 Years 11.85 12.05
1.1-1.5 Years 11.90 12.10
1.6-2.0 Years 12.00 12.10
2.1-2.5 Years 12.00 12.15
2.6-3.0 Years 12.05 12.20
3.1-3.5 Years 12.10 12.25
3.6-4.0 Years 12.10 12.30
4.1-4.5 Years 12.15 12.40
4.6-5.0 Years 12.15 12.45
5.1-5.5 Years 12.20 12.50
5.6-6.0 Years 12.20 12.50
6.1-6.5 Years 12.25 12.55
6.6-7.0 Years 12.30 12.60
7.1-7.5 Years 12.30 12.60
7.6-8.0 Years 12.35 12.65
8.1-8.5 Years 12.40 12.70
8.6-9.0 Years 12.40 12.70
9.1-9.5 Years 12.50 12.75
9.5-10.0Years 12.50 12.75
15 Years 14.10 14.30
20 Years 14.30 14.60
30 Years 14.75 15.00
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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 10.50-11.00
8-15 Days 10.50-11.00
16-30 Days 11.00-11.25
31-60 Days 11.10-11.40
61-90 Days 11.25-11.50
91-120 Days 11.35-11.65
121-180 Days 11.35-11.65
181-270 Days 11.40-11.70
271-365 Days 11.40-11.70
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Kerb Market FX Rate
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Currency Bid Offer
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USD 79.90 80.35
EUR 100.50 102.50
GBP 112.50 114.50
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