Print
Print 2004-01-31
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (January 30, 2004).
Money market report by Khadim Ali Shah Bukhari & Co on Friday (January 30, 2004).
DAILY MONEY MARKET COMMENTS: The overnight Interbank Money Market was initiated in the band of 0.20% - 0.30% and most of the trades were witnessed at the level of 0.20% - 0.30% till the middle period of the day and market closed in the band of 0.10% -0.20%.
PIB-10-year 8% coupon bond was quoted in the band of 6.27% - 6.32%.
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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 0.05 0.10 0.20 0.25 0.15
1-Week 0.20 0.40 0.70 0.90 0.55
2-Week 0.40 0.60 1.00 1.30 0.83
1-Month 0.80 1.00 1.20 1.40 1.10
2-Month 1.00 1.20 1.40 1.60 1.30
3-Month 1.20 1.35 1.60 1.75 1.48
4-Month 1.30 1.50 1.70 1.90 1.60
5-Month 1.40 1.60 1.80 2.00 1.70
6-Month 1.50 1.70 1.90 2.10 1.80
9-Month 1.45 1.65 1.85 1.95 1.73
1-Year 1.50 1.75 2.00 2.25 1.88
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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 0.10 0.20 0.25 0.30 0.21
1-Week 0.30 0.50 0.80 1.10 0.68
2-Week 0.60 0.90 1.10 1.20 0.95
1-Month 0.90 1.10 1.40 1.60 1.25
2-Month 1.30 1.50 1.70 1.90 1.60
3-Month 1.30 1.50 1.70 1.90 1.60
4-Month 1.40 1.60 1.80 2.00 1.70
5-Month 1.50 1.70 1.90 2.10 1.80
6-Month 1.60 1.80 2.00 2.20 1.90
9-Month 2.00 2.20 2.40 2.60 2.30
1-Year 2.20 2.40 2.60 2.80 2.50
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PIB Secondary Market Date
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Maturity Yield Range
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0.1-0.5 Years 1.50 2.00
0.6-1.0 Years 2.20 2.60
1.1-1.5 Years 2.40 2.90
1.6-2.0 Years 2.70 3.20
2.1-2.5 Years 3.30 3.80
2.6-3.0 Years 3.80 4.00
3.1-3.5 Years 4.10 4.50
3.6-4.0 Years 4.30 4.70
4.1-4.5 Years 4.40 4.80
4.6-5.0 Years 4.80 5.00
6.6-7.0 Years 5.65 5.80
7.1-7.5 Years 5.85 6.05
7.6-8.0 Years 6.00 6.30
8.1-8.5 Years 6.20 6.40
8.6-9.0 Years 6.25 6.35
9.1-9.5 Years 6.25 6.35
9.6-10.0 Years 6.27 6.32
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FIB Secondary Market Date
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Maturity Yield Range
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0.1-0.5 Years 1.25 2.00
0.6-1.0 Years 1.80 2.20
1.1-1.5 Years 2.20 2.70
1.6-2.0 Years 2.60 3.10
2.1-2.5 Years 3.25 3.75
2.6-3.0 Years 3.50 3.90
3.1-3.5 Years 3.80 4.30
3.6-4.0 Years 3.90 4.40
4.1-4.5 Years 4.30 4.70
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Clean Deposit Market
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Tenor Range (% p a)
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01 Month 1.75 3.50
03 Months 2.50 4.50
06 Months 2.75 4.75
12 Months 3.00 5.00
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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 1.50-2.50
8-15 Days 1.50-2.25
16-30 Days 1.10-1.40
31-60 Days 1.30-1.60
61-90 Days 1.30-1.60
91-120 Days 1.40-1.70
121-180 Days 1.50-1.80
181-270 Days 1.60-1.90
271-365 Days 1.70-2.00
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Kerb Market FX Rate
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Currency Bid Offer
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USD 57.37 57.42
EUR 71.25 71.50
GBP 103.90 104.25
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