Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (March 25, 2008).
For Wednesday it is expected that money market would trade at the top level of 9.25% - 10.00%.
=================================================================
Repo Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 9.00 10.40 9.25 10.45 9.78
1-Week 9.90 10.25 10.10 10.40 10.16
2-Weeks 9.80 10.10 10.00 10.25 10.04
1-Month 9.75 9.90 9.80 10.00 9.86
2-Months 9.70 9.85 9.80 9.90 9.81
3-Months 9.70 9.90 9.85 10.00 9.86
4-Months 9.75 9.90 9.85 10.00 9.88
5-Months 9.75 9.90 9.85 10.00 9.88
6-Months 9.75 10.00 9.85 10.10 9.93
9-Months 9.75 10.00 9.90 10.20 9.96
1-Year 10.00 10.15 10.10 10.25 10.13
=================================================================
Call Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 9.50 10.75 9.75 11.00 10.25
1-Week 10.40 11.00 10.50 11.25 10.79
2-Weeks 10.40 10.75 10.50 11.00 10.66
1-Month 10.25 10.65 10.40 10.75 10.51
2-Months 10.00 10.40 10.25 10.60 10.31
3-Months 10.00 10.40 10.25 10.50 10.29
4-Months 10.00 10.50 10.25 10.75 10.38
5-Months 10.00 10.50 10.25 10.75 10.38
6-Months 10.15 10.60 10.40 10.75 10.48
9-Months 10.25 10.75 10.50 11.00 10.63
1-Year 10.25 10.75 10.50 11.00 10.63
=================================================================
=================================
PIB Secondary Market Data
---------------------------------
Maturity Yield Range
=================================
0.1-0.5 Years 9.75 9.90
0.6-1.0 Years 10.15 10.25
1.1-1.5 Years 10.15 10.25
1.6-2.0 Years 10.20 10.30
2.1-2.5 Years 10.25 10.35
2.6-3.0 Years 10.30 10.40
3.1-3.5 Years 10.30 10.40
3.6-4.0 Years 10.35 10.45
4.1-4.5 Years 10.45 10.55
4.6-5.0 Years 10.50 10.60
5.1-5.5 Years 10.60 10.70
5.6-6.0 Years 10.65 10.75
6.1-6.5 Years 10.75 10.85
6.6-7.0 Years 10.75 10.85
7.1-7.5 Years 10.85 10.95
7.6-8.0 Years 11.10 11.20
8.1-8.5 Years 11.15 11.25
8.6-9.0 Years 11.25 11.35
9.1-9.5 Years 11.35 11.45
9.5-10.0 Years 11.35 11.45
15 Years 12.00 12.20
20 Years 12.25 12.35
30 Years 12.40 12.60
=================================
Clean Deposit Market
---------------------------------
Tenor Range (% p a)
=================================
1 Month 10.25 10.50
3 Months 10.10 10.50
6 Months 10.25 10.75
12 Months 10.50 11.00
=================================
T-Bill Secondary Market Data
=================================
3 Months, 6 Months &
12 Months Instruments
=================================
Days to Maturity Yield Range %
=================================
0-7 Days 10.50-10.75
8-15 Days 10.25-10.50
16-30 Days 9.80-9.90
31-60 Days 9.75-9.85
61-90 Days 9.75-9.85
91-120 Days 9.85-9.95
121-180 Days 9.90-10.00
181-270 Days 10.00-10.10
271-365 Days 10.10-10.15
=================================
Kerb Market FX Rate
---------------------------------
Currency Bid Offer
---------------------------------
USD 63.00 63.10
EUR 97.50 97.70
GBP 125.05 125.25
=================================