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Print 2005-07-17
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (July 16, 2005).
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (July 16, 2005).
DAILY MONEY MARKET COMMENTS: Today money market rates were initiated between the bids and offers range of 8.00% - 8.90% and first repo deal was witnessed at the level of 8.50%. Most of the overnight repo deals were done in the range of 8.50% - 8.75%. However in clean & call placements the overnight interest rates were at 9.00% - 9.50%. At the end of the day the interbank market closed at 8.25% - 8.50%.
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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 8.00 8.90 8.50 8.90 8.58
1-Week 7.75 8.25 8.25 8.50 8.19
2-Week 7.75 8.00 8.00 8.25 8.00
1-Month 7.70 8.00 8.15 8.35 8.05
2-Months 7.80 8.15 8.00 8.20 8.40
3-Months 7.85 8.20 8.20 8.50 8.19
4-Months 7.90 8.25 8.30 8.65 8.28
5-Months 8.00 8.30 8.40 8.70 8.35
6-Months 8.25 8.50 8.50 8.80 8.51
9-Months 8.40 8.55 8.70 8.85 8.63
1-Year 8.60 8.75 8.75 9.00 8.78
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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 8.50 9.00 8.90 9.25 8.91
1-Week 8.25 8.50 8.70 9.00 8.61
2-Week 8.00 8.50 8.50 8.75 8.44
1-Month 8.25 8.40 8.50 8.70 8.04
2-Months 8.30 8.50 8.75 8.90 8.61
3-Months 8.40 8.60 8.75 9.00 8.69
4-Months 8.50 8.60 8.60 9.00 8.68
5-Months 8.50 8.60 8.85 9.10 8.76
6-Months 8.75 9.00 9.15 9.30 9.05
9-Months 8.90 9.10 9.25 9.40 9.16
1-Year 8.90 9.00 9.45 9.75 9.28
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 8.30 8.40
0.6-1.0 Years 8.40 8.50
1.1-1.5 Years 8.50 8.55
1.6-2.0 Years 8.50 8.60
2.1-2.5 Years 8.55 8.65
2.6-3.0 Years 8.55 8.65
3.1-3.5 Years 8.60 8.65
3.6-4.0 Years 8.60 8.70
4.1-4.5 Years 8.65 8.70
4.6-5.0 Years 8.65 8.75
5.1-5.5 Years 8.70 8.75
5.6-6.0 Years 8.70 8.75
6.1-6.5 Years 8.75 8.80
6.6-7.0 Years 8.75 8.80
7.1-7.5 Years 8.80 8.85
7.6-8.0 Years 8.80 8.90
8.1-8.5 Years 8.85 8.95
8.6-9.0 Years 8.90 9.10
15 Years 10.40 11.00
20 Years 11.25 11.50
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FIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 7.90 8.00
0.6-1.0 Years 8.50 8.60
1.1-1.5 Years 8.60 8.65
1.6-2.0 Years 8.60 8.70
2.1-2.5 Years 8.65 8.75
2.6-3.0 Years 8.65 8.75
3.1-3.5 Years 8.70 8.75
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 9.00 9.25
3 Months 9.25 9.75
6 Months 9.50 9.00
12 Months 10.00 10.50
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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 8.50-8.75
8-15 Days 8.00-8.25
16-30 Days 7.60-7.90
31-60 Days 7.60-7.95
61-90 Days 7.75-8.00
91-120 Days 7.80-8.10
121-180 Days 7.90-8.10
181-270 Days 8.20-8.40
271-365 Days 8.50-8.65
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Kerb Market FX Rate
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Currency Bid Offer
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USD 60.40 60.50
EUR 72.80 73.20
GBP 105.90 106.20
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