Print
Print 2004-09-15
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (September 14, 2004).
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (September 14, 2004).
DAILY MONEY MARKET COMMENTS: Today market was initiated at the higher level of 7.00% - 7.40%. All of the trades were seen at the level of 7.40% and market was seen at the level of 7.40% throughout the day and closed at the same level. 2 weeks repo was seen active today at the level of 4.50% -5.00%.
10-year PIB (8%) coupon was quoted in the range of 7.95% - 8.10%.
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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 7.00 7.40 7.40 7.45 7.31
1-Week 6.00 6.50 7.00 7.25 6.69
2-Week 4.50 4.75 5.00 5.50 4.94
1-Month 3.50 3.70 3.90 4.00 3.78
2-Months 3.00 3.25 3.50 3.75 3.38
3-Months 2.75 3.00 3.00 3.25 3.00
4-Months 2.90 3.10 3.50 3.70 3.30
5-Months 3.00 3.25 3.50 3.75 3.38
6-Months 2.90 3.10 3.40 3.60 3.25
9-Months 3.00 3.10 3.50 3.75 3.34
1-Year 3.00 3.25 3.75 4.00 3.50
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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 7.25 7.40 7.40 7.45 7.38
1-Week 6.25 6.75 7.00 7.25 6.81
2-Week 4.75 5.00 5.25 5.50 5.13
1-Month 3.75 3.90 4.10 4.25 4.00
2-Month 3.25 3.50 3.75 4.00 3.63
3-Month 3.00 3.25 3.40 3.70 3.34
4-Month 3.10 3.30 3.50 3.75 3.41
5-Month 3.00 3.30 3.75 3.90 3.49
6-Month 3.00 3.25 3.50 3.75 3.38
9-Month 3.20 3.25 3.70 3.90 3.51
1-Year 3.25 3.50 4.00 4.10 3.71
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 2.00 2.75
0.1-0.5 Years 2.50 3.00
0.6-1.0 Years 2.90 3.40
1.1-1.5 Years 3.50 4.25
1.6-2.0 Years 4.50 5.00
2.1-2.5 Years 4.80 5.20
2.6-3.0 Years 5.20 5.45
3.1-3.5 Years 5.40 5.80
3.6-4.0 Years 5.60 6.00
4.1-4.5 Years 5.80 6.20
4.6-5.0 Years 6.10 6.30
6.1-6.5 Years 7.75 8.10
6.6-7.0 Years 7.80 8.10
7.1-7.5 Years 7.90 8.10
7.6-8.0 Years 7.95 8.15
8.1-8.5 Years 7.90 8.20
8.6-9.0 Years 7.90 8.05
9.1-9.5 Years 7.95 8.10
9.6-10.0 Year 7.95 8.10
15 Years 8.70 9.00
20 Years 9.70 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 2.70 3.10
0.6-1.0 Years 3.00 3.40
1.1-1.5 Years 3.80 4.30
1.6-2.0 Years 4.50 5.00
2.1-2.5 Years 4.70 5.20
2.6-3.0 Years 4.90 5.40
3.1-3.5 Years 5.20 5.70
3.6-4.0 Years 5.50 6.00
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Clean Deposit Market
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Tenor Range (% p a)
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01 Month 4.50 5.00
03 Months 4.00 4.25
06 Months 4.50 5.00
12 Months 4.25 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 5.00-6.00
8-15 Days 4.50-5.00
16-30 Days 2.70-3.10
31-60 Days 2.60-3.00
61-90 Days 2.60-2.80
91-120 Days 2.70-3.00
121-180 Days 2.80-3.00
181-270 Days 2.90-3.10
271-365 Days 3.00-3.30
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Kerb Market FX Rate
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Currency Bid Offer
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USD 59.60 59.65
EUR 72.90 73.10
GBP 106.90 107.10
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