Print
Print 2004-05-16
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (May 15, 2004).
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (May 15, 2004).
DAILY MONEY MARKET COMMENTS: The overnight Interbank Money Market was initiated in the band of 0.25 % - 0.50% and most of the trade has been seen at the level 0.30% - 0.50% and market closed at the level of 0.10% - 0.30%.
PIB 10-year 8% coupon bond was quoted in the band of 6.62% - 6.67%.
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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 0.30 0.70 0.50 1.00 0.63
1-Week 0.75 0.90 1.00 1.25 0.98
2-Week 0.90 1.10 1.30 1.50 1.20
1-Month 1.40 1.50 1.65 1.75 1.58
2-Months 1.50 1.60 1.70 1.80 1.65
3-Months 1.60 1.80 1.90 2.00 1.83
4-Months 1.70 1.90 2.10 2.30 2.00
5-Months 1.80 1.90 2.10 2.30 2.03
6-Months 1.85 1.95 2.30 2.40 2.13
9-Months 2.20 2.40 2.60 2.80 2.50
1-Year 2.30 2.50 2.70 2.90 2.60
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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 0.40 1.00 0.80 1.25 0.86
1-Week 0.80 1.00 1.20 1.40 1.10
2-Week 1.10 1.30 1.50 1.70 1.40
1-Month 1.50 1.70 1.90 2.10 1.80
2-Month 1.60 1.70 1.80 1.90 1.75
3-Month 1.70 1.90 2.10 2.30 2.00
4-Month 1.80 2.00 2.20 2.40 2.10
5-Month 1.90 2.10 2.30 2.50 2.20
6-Month 2.00 2.20 2.40 2.60 2.30
9-Month 2.30 2.50 2.70 2.90 2.60
1-Year 2.40 2.60 2.80 3.00 2.70
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PIB Secondary Market Date
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Maturity Yield Range
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0.1-0.5 Years 1.30 1.90
0.6-1.0 Years 1.80 2.30
1.1-1.5 Years 2.20 2.60
1.6-2.0 Years 2.50 3.10
2.1-2.5 Years 3.30 3.70
2.6-3.0 Years 3.60 3.70
3.1-3.5 Years 4.20 4.50
3.6-4.0 Years 4.65 4.75
4.1-4.5 Years 4.80 4.90
4.6-5.0 Years 4.85 4.95
6.6-7.0 Years 5.80 5.95
7.1-7.5 Years 6.10 6.20
7.6-8.0 Years 6.30 6.35
8.1-8.5 Years 6.38 6.42
8.6-9.0 Years 6.52 6.57
9.1-9.5 Years 6.50 6.55
9.6-10.0 Years 6.62 6.64
15 Years 7.20 7.50
20 Years 8.20 8.50
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FIB Secondary Market Date
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Maturity Yield Range
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0.1-0.5 Years 1.25 2.25
0.6-1.0 Years 1.70 2.20
1.1-1.5 Years 2.00 2.60
1.6-2.0 Years 2.50 3.00
2.1-2.5 Years 3.10 3.60
2.6-3.0 Years 3.30 3.70
3.1-3.5 Years 3.60 4.10
3.6-4.0 Years 3.70 4.30
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Clean Deposit Market
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Tenor Range (% p a)
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01 Month 2.00 4.00
03 Months 2.25 4.25
06 Months 2.25 4.25
12 Months 2.75 5.00
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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 2.00-2.25
8-15 Days 1.55-1.85
16-30 Days 1.40-1.70
31-60 Days 1.60-1.90
61-90 Days 1.60-1.90
91-120 Days 1.70-2.00
121-180 Days 1.70-2.00
181-270 Days 2.00-2.10
271-365 Days 2.15-2.25
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Kerb Market FX Rate
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Currency Bid Offer
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USD 58.40 58.50
EUR 70.40 70.60
GBP 103.10 103.40
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