Print
Print 2004-01-16
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (January 15, 2004).
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (January 15, 2004).
DAILY MONEY MARKET COMMENTS: The overnight Interbank Money Market was initiated in the band of 4.00% - 4.50% and most of the trades were witnessed in the vicinity of 4.50% - 5.50% and closed at the level of 5.50% - 6.00%.
PIB 10-year 8% coupon bond was quoted in the band of 6.36% - 6.40%.
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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 3.00 5.50 4.00 5.50 4.50
1-Week 2.20 2.40 2.60 2.80 2.50
2-Week 1.90 2.10 2.30 2.50 2.20
1-Month 1.30 1.50 1.80 2.20 1.70
2-Month 1.40 1.60 1.90 2.30 1.80
3-Month 1.45 1.65 1.75 2.00 1.71
4-Month 1.45 1.65 1.75 2.00 1.71
5-Month 1.45 1.65 1.75 2.00 1.71
6-Month 1.50 1.75 2.00 2.25 1.88
9-Month 1.60 1.80 2.00 2.20 1.90
1-Year 2.00 2.20 2.40 2.60 2.30
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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 3.75 4.25 4.75 5.25 4.50
1-Week 2.30 2.50 2.70 2.90 2.60
2-Week 2.00 2.20 2.40 2.60 2.30
1-Month 1.40 1.60 1.90 2.30 1.80
2-Month 1.50 1.70 2.00 2.40 1.90
3-Month 1.50 1.70 1.80 2.10 1.78
4-Month 1.50 1.70 1.80 2.10 1.78
5-Month 1.50 1.75 2.00 2.25 1.88
6-Month 1.75 2.00 2.25 2.50 2.13
9-Month 1.80 2.00 2.20 2.40 2.10
1-Year 2.20 2.40 2.60 2.80 2.50
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PIB Secondary Market Date
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Maturity Yield Range
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0.1-0.5 Years 1.50 2.00
0.6-1.0 Years 1.80 2.50
1.1-1.5 Years 2.30 2.80
1.6-2.0 Years 2.70 3.20
2.1-2.5 Years 3.30 3.80
2.6-3.0 Years 3.80 4.10
3.1-3.5 Years 4.00 4.40
3.6-4.0 Years 4.20 4.60
4.1-4.5 Years 4.60 4.85
4.6-5.0 Years 4.80 5.00
6.6-7.0 Years 5.70 5.90
7.1-7.5 Years 5.70 5.90
7.6-8.0 Years 5.80 6.00
8.1-8.5 Years 6.25 6.40
8.6-9.0 Years 6.30 6.45
9.1-9.5 Years 6.35 6.45
9.6-10.0 Years 6.30 6.34
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FIB Secondary Market Date
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Maturity Yield Range
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0.1-0.5 Years 1.50 2.00
0.6-1.0 Years 1.80 2.30
1.1-1.5 Years 2.10 2.60
1.6-2.0 Years 2.60 3.10
2.1-2.5 Years 3.10 3.60
2.6-3.0 Years 3.50 3.90
3.1-3.5 Years 3.80 4.30
3.6-4.0 Years 4.00 4.50
4.1-4.5 Years 4.30 4.80
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Clean Deposit Market
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Tenor Range (% p a)
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01 Month 2.50 4.50
03 Months 2.50 4.50
06 Months 2.75 4.75
12 Months 3.25 5.25
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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 3.00-4.00
8-15 Days 2.50-3.00
16-30 Days 1.50-1.80
31-60 Days 1.50-1.80
61-90 Days 1.50-1.80
91-120 Days 1.60-1.90
121-180 Days 1.50-1.80
181-270 Days 1.70-2.00
271-365 Days 1.90-2.30
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Kerb Market FX Rate
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Currency Bid Offer
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USD 57.55 57.60
EUR 72.80 73.10
GBP 105.00 105.30
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