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Print 2004-06-06
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (June 05, 2004).
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (June 05, 2004).
DAILY MONEY MARKET COMMENTS: The overnight interbank money market was initiated in the band of 0.50% - 0.75%, and increased at the midday and closed at the level of 3.50% -4.00%. PIB 10 bond year 8.00% coupon has been seen at the level of 7.70% -7.80%.
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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 0.50 3.50 0.75 4.00 2.19
1-Week 1.00 1.25 1.50 1.75 1.38
2-Week 1.75 2.00 2.25 2.50 2.13
1-Month 3.30 3.50 3.70 3.90 3.60
2-Months 3.25 3.50 3.75 4.00 3.63
3-Months 3.00 3.25 3.50 3.75 3.38
4-Months 3.10 3.30 3.50 3.70 3.40
5-Months 3.10 3.30 3.50 3.70 3.40
6-Months 3.10 3.30 3.50 3.70 3.40
9-Months 3.30 3.50 3.70 3.90 3.60
1-Year 3.50 3.70 3.90 4.10 3.80
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Call Rates (Yield p a)
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Overnight 0.75 3.75 1.00 4.25 2.44
1-Week 1.25 1.50 1.75 2.00 1.63
2-Week 2.00 2.25 2.50 2.75 2.38
1-Month 3.40 3.60 3.80 4.00 3.70
2-Month 3.50 3.75 4.00 4.25 3.88
3-Month 3.25 3.50 3.75 4.00 3.63
4-Month 3.20 3.40 3.60 3.80 3.50
5-Month 3.20 3.40 3.60 3.80 3.50
6-Month 3.30 3.50 3.70 3.90 3.60
9-Month 3.50 3.70 3.90 4.10 3.80
1-Year 3.70 3.90 4.10 4.30 4.00
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 3.50 4.00
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 7.25
7.1-7.5 Years 6.90 7.30
7.6-8.0 Years 7.10 7.30
8.1-8.5 Years 7.20 7.40
8.6-9.0 Years 7.30 7.50
9.1-9.5 Years 7.70 7.80
9.6-10.0 Year 7.70 7.80
15 Years 8.90 9.00
20 Years 9.90 10.00
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FIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 2.20 2.60
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 3.50 5.50
03 Months 3.50 5.50
06 Months 4.00 6.00
12 Months 4.50 6.50
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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 3.00-3.50
8-15 Days 2.60-2.90
16-30 Days 3.00-3.50
31-60 Days 3.00-3.30
61-90 Days 2.90-3.15
91-120 Days 2.90-3.15
121-180 Days 2.90-3.30
181-270 Days 3.00-3.40
271-365 Days 3.50-4.00
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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 71.40 71.60
GBP 107.20 107.60
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