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Print 2009-03-25
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (March 24, 2009).
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (March 24, 2009).
DAILY MONEY MARKET COMMENTS: Money market initiated at the level of 9.50% -10.50%. In Repo major deals were done within the range of 8.00% - 9.50%. Money Market closed at the level of 11.50%-12.00%. SBP announced 2 days OMO and mopped up PKR 9.50 billion @ 11.50% against total participation of PKR 9.50 billion. For Wednesday it is expected that money market would trade at the level of 10.00%-11.50%.
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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 7.00 12.00 7.50 12.50 9.75
1-Week 10.75 11.00 11.25 11.50 11.13
2-Week 10.90 11.25 11.25 11.50 11.23
1-Month 11.00 11.50 11.50 11.75 11.44
2-Months 11.25 11.40 11.40 11.50 11.39
3-Months 11.25 11.50 11.40 11.60 11.44
4-Months 11.30 11.50 11.45 11.65 11.48
5-Months 11.40 11.60 11.50 11.70 11.55
6-Months 11.45 11.60 11.55 11.70 11.58
9-Months 11.50 11.65 11.60 11.75 11.63
1-Year 11.50 11.65 11.60 11.75 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 4.00 13.50 5.00 14.00 9.13
1-Week 11.00 12.50 11.50 13.00 12.00
2-Week 12.00 13.00 12.50 13.50 12.75
1-Month 12.00 12.75 12.50 13.00 12.56
2-Months 12.10 12.75 12.50 13.00 12.59
3-Months 12.10 13.00 12.25 13.25 12.65
4-Months 12.25 13.00 12.50 13.25 12.75
5-Months 12.50 13.25 12.75 13.50 13.00
6-Months 12.75 13.50 13.00 13.75 13.25
9-Months 12.75 13.75 13.00 14.00 13.38
1-Year 13.00 13.75 13.25 14.00 13.50
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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 11.90
0.6-1.0 Years 11.80 11.85
1.1-1.5 Years 11.90 12.00
1.6-2.0 Years 12.00 12.10
2.1-2.5 Years 12.10 12.20
2.6-3.0 Years 12.15 12.30
3.1-3.5 Years 12.20 12.35
3.6-4.0 Years 12.25 12.40
4.1-4.5 Years 12.25 12.40
4.6-5.0 Years 12.30 12.45
5.1-5.5 Years 12.30 12.45
5.6-6.0 Years 12.35 12.50
6.1-6.5 Years 12.35 12.45
6.6-7.0 Years 12.35 12.45
7.1-7.5 Years 12.30 12.40
7.6-8.0 Years 12.30 13.40
8.1-8.5 Years 12.25 12.45
8.6-9.0 Years 12.25 12.45
9.1-9.5 Years 12.30 12.50
9.5-10.0 Years 12.35 12.45
15 Years 13.75 14.00
20 Years 14.00 14.25
30 Years 14.50 14.75
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 12.50 13.00
3 Months 12.75 13.00
6 Months 13.25 13.75
12 Months 13.50 14.00
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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 12.50-12.75
8-15 Days 12.25-12.50
16-30 Days 12.00-12.25
31-60 Days 11.75-12.00
61-90 Days 11.40-11.65
91-120 Days 11.50-11.70
121-180 Days 11.55-11.75
181-270 Days 11.60-11.70
271-365 Days 11.65-11.75
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Kerb Market FX Rate
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Currency Bid Offer
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USD 80.20 80.70
EUR 107.00 108.00
GBP 114.00 115.00
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