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Print 2004-06-09
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (June 08, 2004).
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (June 08, 2004).
DAILY MONEY MARKET COMMENTS: The overnight interbank money market was initiated in the band of 0.50% - 0.75%. Today was the T-bill auction, total participation in 3-month was 14.75 billion and 12-month 11 billion. Most of the trade has been seen at the level 0.75%-1.00% and market closed at the level of 0.75%-1.00%. SBP scrapped T-bills auction. PIB 10-year 8.00% coupon bond has been seen at the level of 7.60%-7.70%.
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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 0.75 1.00 1.25 0.88
1-Week 1.00 1.25 1.50 1.75 1.38
2-Week 1.25 1.50 1.75 2.00 1.63
1-Month 2.40 2.60 2.80 3.00 2.70
2-Months 2.50 2.70 2.90 3.10 2.80
3-Months 2.50 2.70 2.90 3.10 2.80
4-Months 2.60 2.80 3.00 3.20 2.90
5-Months 2.70 2.90 3.10 3.30 3.00
6-Months 2.90 3.10 3.30 3.50 3.20
9-Months 3.20 3.40 3.60 3.80 3.50
1-Year 3.40 3.60 3.80 4.00 3.70
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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 0.75 1.00 1.25 1.50 1.13
1-Week 1.25 1.50 1.75 2.00 1.63
2-Week 1.50 1.75 2.00 2.25 1.88
1-Month 2.60 2.80 3.00 3.20 2.90
2-Month 2.80 3.00 3.20 3.40 3.10
3-Month 2.80 3.00 3.20 3.40 3.10
4-Month 2.70 2.90 3.10 3.30 3.00
5-Month 2.90 3.10 3.30 3.50 3.20
6-Month 3.00 3.20 3.40 3.60 3.30
9-Month 3.40 3.60 3.80 4.00 3.70
1-Year 3.50 3.70 3.90 4.10 3.80
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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 5.25
3.1-3.5 Years 5.25 5.50
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 7.60 7.70
9.6-10.0 Year 7.60 7.70
15 Years 8.90 8.90
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 5.35
3.1-3.5 Years 5.35 5.60
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 3.25 4.00
03 Months 3.00 4.50
06 Months 3.75 5.50
12 Months 4.25 5.50
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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 2.80-3.20
8-15 Days 2.60-2.90
16-30 Days 2.80-3.00
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 2.75-3.25
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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 71.60 71.75
GBP 107.10 107.25
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