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Print 2004-12-01
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (November 30, 2004).
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (November 30, 2004).
DAILY MONEY MARKET COMMENTS: Today market was expecting OMO therefore money market was initiated in the wide range of 0.75% - 2.00%. SBP conducted OMO in 1 & 2 weeks and accepted Rs 9.20 billion in 1 week @ 2.50% against the total participation of Rs 10.00 billion in 1 week and no bid was received in 2 weeks. After the result of OMO market was seen at the level of 2.00% - 3.00%. Most of the trades were seen at the level of 2.00%. At the end market was seen at the level of 1.00% - 1.50% and closed at the same level.
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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 0.75 2.00 2.00 3.00 1.94
1-Week 2.25 2.50 2.75 3.00 2.63
2-Week 2.50 3.00 3.25 3.50 3.06
1-Month 3.00 3.40 3.40 3.80 3.40
2-Months 3.60 4.00 4.00 4.40 4.00
3-Months 3.80 4.20 4.20 4.60 4.20
4-Months 4.00 4.40 4.40 4.80 4.40
5-Months 4.20 4.60 4.60 5.00 4.60
6-Months 4.40 4.80 4.80 5.20 4.80
9-Months 4.60 5.00 5.00 5.40 5.00
1-Year 4.80 5.20 5.20 5.60 5.20
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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 0.00 2.50 3.00 3.50 2.25
1-Week 2.50 3.00 3.25 3.50 3.06
2-Week 3.00 3.25 3.50 3.75 3.38
1-Month 3.75 4.00 4.25 4.50 4.13
2-Month 4.25 4.50 4.75 5.00 4.63
3-Month 4.75 5.00 5.25 5.50 5.13
4-Month 5.00 5.25 5.50 5.75 5.38
5-Month 5.25 5.50 5.75 6.00 5.63
6-Month 5.50 5.75 6.00 6.25 5.88
9-Month 5.75 6.00 6.25 6.50 6.13
1-Year 6.00 6.25 6.50 6.75 6.38
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 3.75 4.75
0.6-1.0 Years 4.50 5.50
1.1-1.5 Years 4.75 5.75
1.6-2.0 Years 5.00 6.00
2.1-2.5 Years 5.25 6.25
2.6-3.0 Years 5.50 6.50
3.1-3.5 Years 5.50 6.50
3.6-4.0 Years 5.75 6.75
4.1-4.5 Years 5.75 6.75
4.6-5.0 Years 6.00 7.00
6.1-6.5 Years 7.50 7.80
6.6-7.0 Years 7.60 7.90
7.1-7.5 Years 7.80 8.00
7.6-8.0 Years 7.70 8.00
8.1-8.5 Years 7.70 8.00
8.6-9.0 Years 7.70 7.95
9.1-9.5 Years 7.60 7.90
9.6-10.0 Year 7.50 7.90
15 Years 8.85 9.00
20 Years 9.90 10.05
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FIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 3.65 4.65
0.6-1.0 Years 4.40 5.40
1.1-1.5 Years 4.65 5.65
1.6-2.0 Years 4.90 5.90
2.1-2.5 Years 5.15 6.15
2.6-3.0 Years 5.40 6.40
3.1-3.5 Years 5.40 6.40
3.6-4.0 Years 5.75 5.90
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Clean Deposit Market
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Tenor Range (% p a)
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01 Month 5.00 5.50
03 Months 5.50 6.25
06 Months 5.75 6.50
12 Months 6.00 7.00
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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 4.00-5.00
8-15 Days 2.25-2.75
16-30 Days 3.25-3.75
31-60 Days 3.60-4.10
61-90 Days 3.80-4.30
91-120 Days 4.00-4.50
121-180 Days 4.10-4.60
181-270 Days 4.20-4.70
271-365 Days 4.30-4.80
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Kerb Market FX Rate
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Currency Bid Offer
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USD 60.10 60.20
EUR 79.40 79.80
GBP 113.10 113.40
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