Print
Print 2004-01-24
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (January 23, 2004).
Money market report by Khadim Ali Shah Bukhari & Co on Friday (January 23, 2004).
DAILY MONEY MARKET COMMENTS: The overnight Interbank Money Market was initiated in the band of 0.50% - 0.75% and most of trades were witnessed at the level of 0.40% - 0.60% till the middle period of the day and market closed in the band of 0.10% -0.25%.
PIB 10-year 8% coupon bond was quoted in the band of 6.30% - 6.36%.
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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 0.10 0.25 0.35 0.50 0.30
1-Week 0.20 0.40 0.60 0.80 0.50
2-Week 0.45 0.75 0.85 1.00 0.76
1-Month 0.60 0.80 1.10 1.30 0.95
2-Month 1.10 1.30 1.50 1.70 1.40
3-Month 1.20 1.40 1.60 1.80 1.50
4-Month 1.25 1.45 1.65 1.85 1.55
5-Month 1.25 1.45 1.65 1.85 1.55
6-Month 1.40 1.60 1.80 2.00 1.70
9-Month 1.50 1.70 1.90 2.20 1.83
1-Year 1.60 1.80 2.00 2.20 1.90
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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 0.20 0.30 0.50 0.75 0.44
1-Week 0.30 0.50 0.70 1.00 0.63
2-Week 0.60 0.80 1.00 1.20 0.90
1-Month 1.00 1.20 1.40 1.60 1.30
2-Month 1.20 1.40 1.60 1.80 1.50
3-Month 1.25 1.50 1.75 2.00 1.63
4-Month 1.30 1.50 1.70 1.90 1.60
5-Month 1.30 1.50 1.70 1.90 1.60
6-Month 1.50 1.60 2.00 2.20 1.80
9-Month 1.60 1.80 2.10 2.30 1.95
1-Year 1.80 2.00 2.20 2.40 2.10
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PIB Secondary Market Date
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Maturity Yield Range
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0.1-0.5 Years 1.25 2.00
0.6-1.0 Years 2.00 2.50
1.1-1.5 Years 2.25 2.75
1.6-2.0 Years 2.60 3.10
2.1-2.5 Years 3.20 3.70
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 5.80 6.20
7.1-7.5 Years 6.00 6.25
7.6-8.0 Years 6.30 6.50
8.1-8.5 Years 6.35 6.50
8.6-9.0 Years 6.30 6.45
9.1-9.5 Years 6.34 6.42
9.6-10.0 Years 6.30 6.36
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FIB Secondary Market Date
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Maturity Yield Range
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0.1-0.5 Years 1.75 2.25
0.6-1.0 Years 2.20 2.60
1.1-1.5 Years 2.50 3.00
1.6-2.0 Years 2.80 3.30
2.1-2.5 Years 3.25 3.75
2.6-3.0 Years 3.50 3.90
3.1-3.5 Years 3.80 4.30
3.6-4.0 Years 3.90 4.40
4.1-4.5 Years 4.20 4.70
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Clean Deposit Market
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Tenor Range (% p a)
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01 Month 1.50 3.00
03 Months 2.75 4.75
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 1.80-2.40
8-15 Days 1.50-2.50
16-30 Days 1.40-2.00
31-60 Days 1.50-1.90
61-90 Days 1.40-1.80
91-120 Days 1.50-1.90
121-180 Days 1.50-1.90
181-270 Days 1.40-1.70
271-365 Days 1.80-2.20
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Kerb Market FX Rate
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Currency Bid Offer
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USD 57.45 57.50
EUR 72.60 72.90
GBP 105.50 105.80
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