Print
Print 2004-07-06
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Monday (July 05, 2004).
Money market report by Khadim Ali Shah Bukhari & Co on Monday (July 05, 2004).
DAILY MONEY MARKET COMMENTS: Overnight money market opened at the level of 0.15% -0.40%. Most of the trade was seen at the level of 0.15% -0.25% and closed at the level of 0.05% -0.15%.
PIB 10 year 8% coupon was seen at the level of 7.70% - 7.80%. SBP announced auction of 3-month and 12-month T-Bills, assigned target of Rs 60 billion.
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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 0.20 0.20 0.30 0.20
1-Week 0.20 0.40 0.60 0.80 0.50
2-Week 1.00 1.25 1.50 1.75 1.38
1-Month 1.25 1.50 1.75 2.00 1.63
2-Months 1.25 1.50 1.75 2.00 1.63
3-Months 1.90 2.10 2.30 2.50 2.20
4-Months 2.00 2.20 2.40 2.60 2.30
5-Months 2.10 2.30 2.50 2.70 2.40
6-Months 2.25 2.40 2.60 2.80 2.51
9-Months 2.75 3.00 3.25 3.50 3.13
1-Year 3.00 3.25 3.50 3.75 3.38
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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 0.40 0.50 0.60 0.43
1-Week 0.40 0.60 0.60 0.80 0.60
2-Week 1.25 1.50 1.75 2.00 1.63
1-Month 1.50 1.75 2.00 2.25 1.88
2-Month 1.50 1.75 2.00 2.25 1.88
3-Month 2.10 2.30 2.50 2.70 2.40
4-Month 2.20 2.40 2.60 2.80 2.50
5-Month 2.30 2.50 2.70 2.90 2.60
6-Month 2.40 2.60 2.80 3.00 2.70
9-Month 3.00 3.25 3.50 3.75 3.38
1-Year 3.25 3.50 3.75 4.00 3.63
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 3.25 4.00
0.6-1.0 Years 3.50 4.25
1.1-1.5 Years 4.25 5.00
1.6-2.0 Years 4.50 5.25
2.1-2.5 Years 5.20 5.50
2.6-3.0 Years 5.40 5.70
3.1-3.5 Years 5.75 6.25
3.6-4.0 Years 5.90 6.40
4.1-4.5 Years 6.20 6.60
4.6-5.0 Years 6.40 6.70
6.6-7.0 Years 7.10 7.40
7.1-7.5 Years 7.25 7.50
7.6-8.0 Years 7.30 7.60
8.1-8.5 Years 7.40 7.65
8.6-9.0 Years 7.40 7.65
9.1-9.5 Years 7.40 7.60
9.6-10.0 Years 7.70 7.80
15 Years 8.80 8.95
20 Years 9.80 9.95
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FIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 3.35 4.10
0.6-1.0 Years 3.60 4.35
1.1-1.5 Years 4.35 5.10
1.6-2.0 Years 4.60 5.35
2.1-2.5 Years 5.30 5.60
2.6-3.0 Years 5.50 5.80
3.1-3.5 Years 5.85 6.35
3.6-4.0 Years 6.00 6.50
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Clean Deposit Market
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Tenor Range (% p a)
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01 Month 2.50 3.25
03 Months 2.75 4.00
06 Months 3.50 4.25
12 Months 3.75 4.50
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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 1.50-2.00
8-15 Days 1.30-2.20
16-30 Days 1.70-2.80
31-60 Days 2.30-2.70
61-90 Days 1.80-2.30
91-120 Days 2.30-2.70
121-180 Days 2.40-2.70
181-270 Days 2.60-3.10
271-365 Days 2.70-3.20
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Kerb Market FX Rate
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Currency Bid Offer
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USD 58.52 58.57
EUR 71.80 72.00
GBP 106.80 107.00
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