Print
Print 2004-05-28
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (May 27, 2004).
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (May 27, 2004).
DAILY MONEY MARKET COMMENTS: The overnight Interbank Money Market was initiated in the band of 0.30% -0.40% and most of the trade were witnessed in the band 0.15% - 0.25% market closed at the level of 0.10% - 0.20%.
PIB 10-year 8% coupon bond was quoted in the band of 6.94% - 6.98%.
15-year and 20 year when issue has been seen in the vicinity of 8.65% - 8.75% and 9.65% - 9.75% respectively.
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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 0.05 0.25 0.15 0.40 0.21
1-Week 0.70 1.10 1.20 1.40 1.10
2-Week 1.25 1.40 1.50 1.80 1.49
1-Month 1.50 1.70 1.90 2.10 1.80
2-Months 2.00 2.20 2.40 2.60 2.30
3-Months 2.30 2.50 2.70 2.90 2.60
4-Months 2.40 2.60 2.80 3.00 2.70
5-Months 2.40 2.65 2.80 3.00 2.71
6-Months 2.50 2.60 2.90 3.10 2.78
9-Months 2.60 2.75 2.90 3.25 2.88
1-Year 2.70 2.90 3.10 3.30 3.00
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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 0.10 0.40 0.20 0.50 0.30
1-Week 0.90 1.20 1.30 1.50 1.23
2-Week 1.40 1.60 1.80 2.00 1.70
1-Month 1.60 1.70 1.90 2.10 1.83
2-Month 2.10 2.20 2.40 2.50 2.30
3-Month 2.30 2.50 2.70 2.90 2.60
4-Month 2.40 2.60 2.80 3.00 2.70
5-Month 2.40 2.60 2.80 3.00 2.70
6-Month 2.60 2.80 3.00 3.20 2.90
9-Month 2.70 2.90 3.10 3.30 3.00
1-Year 2.90 3.10 3.30 3.50 3.20
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PIB Secondary Market Date
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Maturity Yield Range
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0.1-0.5 Years 2.00 2.50
0.6-1.0 Years 2.40 2.80
1.1-1.5 Years 2.90 3.40
1.6-2.0 Years 3.30 3.70
2.1-2.5 Years 3.60 4.00
2.6-3.0 Years 3.90 4.20
3.1-3.5 Years 4.30 4.60
3.6-4.0 Years 4.60 4.90
4.1-4.5 Years 4.80 5.10
4.6-5.0 Years 5.05 5.25
6.6-7.0 Years 6.30 6.60
7.1-7.5 Years 6.50 6.70
7.6-8.0 Years 6.70 6.90
8.1-8.5 Years 6.75 6.90
8.6-9.0 Years 6.80 6.95
9.1-9.5 Years 6.80 6.85
9.6-10.0 Years 6.90 7.00
15 Years 8.65 8.75
20 Years 9.65 9.75
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FIB Secondary Market Date
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Maturity Yield Range
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0.1-0.5 Years 2.10 2.60
0.6-1.0 Years 2.50 2.90
1.1-1.5 Years 3.00 3.50
1.6-2.0 Years 3.40 3.80
2.1-2.5 Years 3.70 4.10
2.6-3.0 Years 4.00 4.30
3.1-3.5 Years 4.40 4.70
3.6-4.0 Years 4.70 5.00
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Clean Deposit Market
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Tenor Range (% p a)
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01 Month 2.25 4.00
03 Months 2.50 4.50
06 Months 2.50 4.50
12 Months 2.75 4.75
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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 1.80-2.20
8-15 Days 1.80-2.20
16-30 Days 1.70-1.90
31-60 Days 2.10-2.30
61-90 Days 2.20-2.40
91-120 Days 2.25-2.40
121-180 Days 2.20-2.45
181-270 Days 2.20-2.40
271-365 Days 2.40-2.75
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Kerb Market FX Rate
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Currency Bid Offer
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USD 58.35 58.45
EUR 71.00 71.40
GBP 106.30 106.60
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