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Print 2005-07-23
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (July 22, 2005).
Money market report by Khadim Ali Shah Bukhari & Co on Friday (July 22, 2005).
DAILY MONEY MARKET COMMENTS: Today money market rates were initiated between the bid and offer range of 8.00% - 8.50% 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% - 9.25%. At the end of the day the interbank market closed at the levels of 7.50% - 8.00%.
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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 7.50 8.90 8.00 8.90 8.33
1-Week 8.25 8.50 8.50 8.75 8.50
2-Week 8.00 8.25 8.50 8.75 8.38
1-Month 8.00 8.40 8.25 8.50 8.29
2-Months 8.10 8.30 8.30 8.50 8.30
3-Months 8.00 8.35 8.25 8.40 8.25
4-Months 8.10 8.40 8.25 8.50 8.31
5-Months 8.15 8.40 8.35 8.60 8.38
6-Months 8.25 8.45 8.40 8.65 8.44
9-Months 8.40 8.55 8.70 8.80 8.61
1-Year 8.45 8.60 8.65 8.80 8.63
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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 8.00 8.90 8.50 9.25 8.66
1-Week 8.50 8.75 8.75 9.00 8.75
2-Week 8.25 8.50 8.75 9.00 8.63
1-Month 8.50 8.75 9.00 9.25 8.88
2-Months 8.50 8.75 9.00 9.25 8.88
3-Months 8.50 8.75 9.00 9.25 8.88
4-Months 8.60 8.80 9.10 9.30 8.95
5-Months 8.70 8.80 9.00 9.50 9.00
6-Months 8.70 9.00 9.15 9.50 9.09
9-Months 9.20 9.50 9.50 9.75 9.49
1-Year 9.50 9.75 9.75 10.00 9.75
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 8.70 8.75
0.6-1.0 Years 8.70 8.75
1.1-1.5 Years 8.75 8.80
1.6-2.0 Years 8.75 8.80
2.1-2.5 Years 8.75 8.85
2.6-3.0 Years 8.80 8.90
3.1-3.5 Years 8.85 8.90
3.6-4.0 Years 8.85 8.90
4.1-4.5 Years 8.90 8.95
4.6-5.0 Years 9.10 9.20
5.1-5.5 Years 9.15 9.25
5.6-6.0 Years 9.20 9.30
6.1-6.5 Years 9.25 9.30
6.6-7.0 Years 9.30 9.35
7.1-7.5 Years 9.35 9.45
7.6-8.0 Years 9.35 9.45
8.1-8.5 Years 9.35 9.45
8.6-9.0 Years 9.05 9.25
15 Years 11.00 11.50
20 Years 11.50 12.00
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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 8.85 8.90
1.6-2.0 Years 8.85 8.90
2.1-2.5 Years 8.85 8.95
2.6-3.0 Years 8.90 9.00
3.1-3.5 Years 8.95 9.00
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 9.00 9.50
3 Months 9.25 9.75
6 Months 9.50 10.00
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 8.50-9.00
8-15 Days 8.50-8.90
16-30 Days 8.00-8.25
31-60 Days 7.80-8.25
61-90 Days 7.90-8.25
91-120 Days 8.00-8.25
121-180 Days 8.05-8.30
181-270 Days 8.40-8.60
271-365 Days 8.60-8.70
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Kerb Market FX Rate
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Currency Bid Offer
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USD 60.75 60.85
EUR 73.70 74.20
GBP 105.50 106.00
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