Print
Print 2004-06-01
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Monday (May 31, 2004).
Money market report by Khadim Ali Shah Bukhari & Co on Monday (May 31, 2004).
DAILY MONEY MARKET COMMENTS: The overnight Interbank Money Market was initiated in the band of 4.50% - 5.00% and most of the trade were witnessed in the band 4.25% - 4.75%, market closed at the level of 4.00% - 4.25%.
PIB 10-year 8% coupon bond was quoted in the band of 7.65% - 7.80%.
15 year and 20 year when issue has been seen in the vicinity of 8.90% -9.00% and 9.90% -10.00% 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 4.25 5.25 4.50 5.50 4.88
1-Week 3.50 3.75 4.00 4.25 3.88
2-Week 3.25 3.50 3.75 4.00 3.63
1-Month 3.00 3.25 3.50 3.75 3.38
2-Months 3.20 3.40 3.60 3.70 3.48
3-Months 3.30 3.50 3.70 3.90 3.60
4-Months 3.30 3.50 3.70 3.90 3.60
5-Months 3.40 3.60 3.80 4.00 3.70
6-Months 3.40 3.60 3.80 4.00 3.70
9-Months 3.60 3.80 4.00 4.20 3.90
1-Year 3.80 4.00 4.20 4.40 4.10
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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 4.50 5.50 4.75 5.75 5.13
1-Week 3.75 4.00 4.25 4.50 4.13
2-Week 3.50 3.75 4.00 4.25 3.88
1-Month 3.25 3.50 3.75 4.00 3.63
2-Month 3.30 3.50 3.70 3.90 3.60
3-Month 3.40 3.60 3.80 4.00 3.70
4-Month 3.60 3.80 4.00 4.20 3.90
5-Month 3.60 3.80 4.00 4.20 3.90
6-Month 3.70 3.90 4.10 4.30 4.00
9-Month 3.75 4.00 4.25 4.50 4.13
1-Year 4.00 4.20 4.40 4.60 4.30
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 3.75 4.25
0.6-1.0 Years 4.00 4.50
1.1-1.5 Years 4.25 4.75
1.6-2.0 Years 4.50 5.00
2.1-2.5 Years 4.75 5.25
2.6-3.0 Years 5.00 5.50
3.1-3.5 Years 5.25 5.75
3.6-4.0 Years 5.50 6.00
4.1-4.5 Years 5.75 6.25
4.6-5.0 Years 6.00 6.50
6.6-7.0 Years 6.75 7.50
7.1-7.5 Years 7.00 7.50
7.6-8.0 Years 7.20 7.75
8.1-8.5 Years 7.20 7.75
8.6-9.0 Years 7.30 7.75
9.1-9.5 Years 7.60 7.85
9.6-10.0 Year 7.65 7.90
15 Years 8.90 9.00
20 Years 9.90 1.00
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FIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 2.30 2.70
0.6-1.0 Years 4.10 4.60
1.1-1.5 Years 4.35 4.85
1.6-2.0 Years 4.60 5.10
2.1-2.5 Years 4.85 5.35
2.6-3.0 Years 5.10 5.60
3.1-3.5 Years 5.35 5.85
3.6-4.0 Years 5.60 6.10
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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 4.20-4.60
8-15 Days 3.25-3.75
16-30 Days 2.90-3.20
31-60 Days 3.00-3.30
61-90 Days 2.90-3.15
91-120 Days 2.90-3.15
121-180 Days 2.80-3.20
181-270 Days 3.00-3.40
271-365 Days 3.10-3.45
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Kerb Market FX Rate
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Currency Bid Offer
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USD 58.20 58.30
EUR 70.80 71.10
GBP 106.20 106.50
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