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Print 2005-08-09
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Monday (August 08, 2005).
Money market report by Khadim Ali Shah Bukhari & Co on Monday (August 08, 2005).
DAILY MONEY MARKET COMMENTS: Today money market rates were initiated between the bid and offer range of 6.50% - 7.50% and first repo deal was witnessed at the level of 7.00%. SBP conducted 1 days OMO and mopped up PKR 3 billion @ 7.50% against the participation of PKR 6.5 billion.
Today overnight repo deals were done at different levels throughout the day. However in clean & call placements the overnight interest rates were at 8.00% - 8.25%. At the end of the day the interbank market closed at the level of 6.50% - 7.25%.
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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 6.00 8.00 7.00 8.50 7.38
1-Week 7.00 7.25 7.40 7.60 7.31
2-Week 7.25 7.40 7.50 7.75 7.48
1-Month 7.75 8.00 8.00 8.25 8.00
2-Months 7.75 7.90 7.90 8.20 7.94
3-Months 7.80 8.00 8.00 8.15 7.99
4-Months 7.80 8.00 8.00 8.20 8.00
5-Months 7.90 8.10 8.10 8.25 8.09
6-Months 8.10 8.25 8.25 8.40 8.25
9-Months 8.20 8.30 8.50 8.70 8.43
1-Year 8.40 8.60 8.70 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 7.00 8.50 7.50 9.00 8.00
1-Week 7.50 7.75 7.90 8.10 7.81
2-Week 7.75 7.90 8.00 8.25 7.98
1-Month 8.25 8.50 8.50 9.00 8.56
2-Months 8.25 8.75 8.40 9.00 8.60
3-Months 8.30 8.75 8.50 9.25 8.70
4-Months 8.30 8.60 8.60 9.25 8.69
5-Months 8.50 9.00 8.75 9.50 8.94
6-Months 8.50 9.00 9.00 9.50 9.00
9-Months 8.75 9.25 9.25 9.50 9.19
1-Year 9.00 9.50 9.50 9.75 9.44
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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 8.95 9.05
2.1-2.5 Years 8.95 9.05
2.6-3.0 Years 9.10 9.20
3.1-3.5 Years 9.10 9.20
3.6-4.0 Years 9.15 9.25
4.1-4.5 Years 9.15 9.25
4.6-5.0 Years 9.20 9.30
5.1-5.5 Years 9.25 9.30
5.6-6.0 Years 9.30 9.35
6.1-6.5 Years 9.30 9.40
6.6-7.0 Years 9.35 9.45
7.1-7.5 Years 9.35 9.45
7.6-8.0 Years 9.40 9.50
8.1-8.5 Years 9.40 9.55
8.6-9.0 Years 9.00 9.20
15 Years 10.80 11.50
20 Years 11.80 12.20
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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 9.05 9.15
2.1-2.5 Years 9.05 9.15
2.6-3.0 Years 9.20 9.30
3.1-3.5 Years 9.20 9.30
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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 9.15 9.40
6 Months 9.40 10.00
12 Months 9.60 10.25
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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 7.50-8.00
8-15 Days 7.75-8.00
16-30 Days 8.00-8.25
31-60 Days 7.75-8.00
61-90 Days 7.75-8.00
91-120 Days 7.90-8.10
121-180 Days 7.90-8.15
181-270 Days 8.50-8.65
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 60.30 60.40
EUR 73.95 74.05
GBP 106.45 106.55
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