Print
Print 2004-01-04
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (January 03, 2004).
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (January 03, 2004).
DAILY MONEY MARKET COMMENTS: The overnight Interbank Money Market was initiated in the band of 0.5% - 1.00% and most of the trades were witnessed in the vicinity of 0.30% - 0.60% and closed at the level of 0.20% -0.40%. 3-month repo was quoted in the band of 1.60% -1.90%.
PIB 10-year 8% coupon bond was quoted in the band of 6.41% - 6.47%.
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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 0.40 0.30 0.60 0.35
1-Week 0.40 0.70 0.90 1.20 0.80
2-Week 1.00 1.20 1.40 1.60 1.30
1-Month 1.40 1.60 1.80 2.00 1.70
2-Month 1.40 1.60 1.80 2.00 1.70
3-Month 1.50 1.70 1.90 2.10 1.80
4-Month 1.60 1.80 2.00 2.20 1.90
5-Month 1.70 1.90 2.10 2.30 2.00
6-Month 1.80 2.00 2.20 2.40 2.10
9-Month 2.10 2.30 2.50 2.70 2.40
1-Year 2.25 2.50 2.75 3.00 2.63
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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 0.50 0.40 0.70 0.45
1-Week 0.50 0.80 1.00 1.30 0.90
2-Week 1.20 1.40 1.60 1.80 1.50
1-Month 1.60 1.80 2.00 2.20 1.90
2-Month 1.60 1.80 2.00 2.20 1.90
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 2.20 2.30 2.50 2.23
6-Month 2.00 2.20 2.40 2.60 2.30
9-Month 2.20 2.40 2.60 2.80 2.50
1-Year 2.50 2.75 3.00 3.25 2.88
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PIB Secondary Market Date
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Maturity Yield Range
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0.1-0.5 Years 2.75 3.75
0.6-1.0 Years 2.50 3.00
1.1-1.5 Years 2.80 3.30
1.6-2.0 Years 3.10 3.50
2.1-2.5 Years 3.40 3.70
2.6-3.0 Years 3.80 4.00
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 5.00 5.30
7.1-7.5 Years 5.70 5.90
7.6-8.0 Years 5.80 6.00
8.1-8.5 Years 6.25 6.40
8.6-9.0 Years 6.30 6.45
9.1-9.5 Years 6.38 6.45
9.6-10.0 Years 6.40 6.46
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FIB Secondary Market Date
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Maturity Yield Range
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0.1-0.5 Years 2.75 3.50
0.6-1.0 Years 2.25 2.75
1.1-1.5 Years 2.50 3.00
1.6-2.0 Years 2.80 3.30
2.1-2.5 Years 3.25 3.75
2.6-3.0 Years 3.70 4.20
3.1-3.5 Years 4.00 4.50
3.6-4.0 Years 4.20 4.70
4.1-4.5 Years 4.50 5.00
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Clean Deposit Market
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Tenor Range (% p a)
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01 Month 2.50 4.50
03 Months 2.50 4.50
06 Months 2.75 4.75
12 Months 3.25 5.25
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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 8.00-9.00
8-15 Days 7.00-8.00
16-30 Days 3.00-3.50
31-60 Days 3.00-3.25
61-90 Days 2.40-2.80
91-120 Days 2.40-2.70
121-180 Days 2.10-2.40
181-270 Days 2.10-2.40
271-365 Days 1.80-2.20
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Kerb Market FX Rate
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Currency Bid Offer
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USD 57.42 57.45
EUR 72.10 72.30
GBP 102.55 102.85
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