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Print 2005-07-30
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (July 29, 2005).
Money market report by Khadim Ali Shah Bukhari & Co on Friday (July 29, 2005).
DAILY MONEY MARKET COMMENTS: Today money market rates were initiated between the bid and offer range of 8.75% - 8.90% and first repo deal was witnessed at the level of 8.75%. Most of the overnight repo deals were done at 8.90%. 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 top level of 8.90%. SBP reported a discounting of Rs 10.1 billion.
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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 8.80 8.90 8.85 8.90 8.86
1-Week 8.15 8.40 8.50 8.75 8.45
2-Week 8.00 8.15 8.15 8.40 8.18
1-Month 7.90 8.15 8.15 8.35 8.14
2-Months 8.00 8.25 8.25 8.40 8.23
3-Months 7.90 8.20 8.25 8.40 8.19
4-Months 8.00 8.30 8.30 8.50 8.28
5-Months 8.15 8.35 8.40 8.60 8.38
6-Months 8.25 8.45 8.40 8.65 8.44
9-Months 8.40 8.50 8.60 8.75 8.56
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 9.00 9.25 9.25 9.50 9.25
1-Week 8.50 8.80 8.75 8.90 8.74
2-Week 8.25 8.40 8.60 8.80 8.51
1-Month 8.40 8.75 8.75 9.00 8.73
2-Months 8.40 8.60 8.75 9.00 8.69
3-Months 8.60 8.75 9.00 9.20 8.89
4-Months 8.60 8.75 9.00 9.20 8.89
5-Months 8.65 8.75 9.11 9.25 8.94
6-Months 8.70 9.00 9.15 9.50 9.09
9-Months 9.00 9.25 9.50 9.75 9.38
1-Year 9.25 9.50 9.75 10.00 9.63
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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 8.85 8.90
1.6-2.0 Years 8.85 8.90
2.1-2.5 Years 8.90 8.95
2.6-3.0 Years 9.00 9.10
3.1-3.5 Years 9.05 9.10
3.6-4.0 Years 9.10 9.15
4.1-4.5 Years 9.15 9.20
4.6-5.0 Years 9.15 9.20
5.1-5.5 Years 9.20 9.25
5.6-6.0 Years 9.20 9.25
6.1-6.5 Years 9.25 9.35
6.6-7.0 Years 9.25 9.35
7.1-7.5 Years 9.30 9.45
7.6-8.0 Years 9.30 9.45
8.1-8.5 Years 9.35 9.50
8.6-9.0 Years 9.00 9.20
15 Years 10.75 11.50
20 Years 11.25 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 8.95 9.00
1.6-2.0 Years 8.95 9.00
2.1-2.5 Years 9.00 9.05
2.6-3.0 Years 9.10 9.20
3.1-3.5 Years 9.15 9.20
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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 9.50
6 Months 9.50 10.25
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 8.75-9.00
8-15 Days 8.30-8.50
16-30 Days 8.20-8.40
31-60 Days 8.15-8.40
61-90 Days 7.90-8.25
91-120 Days 8.00-8.25
121-180 Days 8.05-8.30
181-270 Days 8.50-8.60
271-365 Days 8.65-8.75
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Kerb Market FX Rate
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Currency Bid Offer
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USD 60.45 60.50
EUR 72.90 73.00
GBP 105.60 105.70
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