Print
Print 2004-02-27
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (February 26, 2004).
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (February 26, 2004).
DAILY MONEY MARKET COMMENTS: The overnight Interbank Money Market was initiated in the band of 0.30% - 0.40% and at the level of 0.20% - 0.40% 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 6.26% - 6.30%.
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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 0.30 0.40 0.50 0.33
1-Week 0.30 0.50 0.70 0.90 0.60
2-Week 0.50 0.70 0.90 1.10 0.80
1-Month 0.60 0.80 0.90 1.10 0.85
2-Month 0.90 1.10 1.25 1.40 1.16
3-Month 1.25 1.35 1.45 1.60 1.41
4-Month 1.40 1.50 1.75 1.90 1.64
5-Month 1.50 1.70 1.90 2.10 1.80
6-Month 1.60 1.80 1.90 2.15 1.86
9-Month 1.80 2.00 2.20 2.40 2.10
1-Year 2.00 2.20 2.40 2.60 2.30
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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 0.40 0.50 0.70 0.45
1-Week 0.40 0.60 0.80 1.00 0.70
2-Week 0.60 0.80 1.00 1.20 0.90
1-Month 0.70 0.90 1.10 1.30 1.00
2-Month 1.00 1.20 1.30 1.50 1.25
3-Month 1.35 1.50 1.70 1.90 1.61
4-Month 1.50 1.70 1.90 2.10 1.80
5-Month 1.60 1.80 2.00 2.20 1.90
6-Month 1.80 2.00 2.10 2.30 2.05
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 1.90 2.40
1.1-1.5 Years 2.30 2.80
1.6-2.0 Years 2.70 3.20
2.1-2.5 Years 3.40 3.70
2.6-3.0 Years 3.60 3.80
3.1-3.5 Years 4.10 4.50
3.6-4.0 Years 4.40 4.70
4.1-4.5 Years 4.60 4.80
4.6-5.0 Years 4.65 4.75
6.6-7.0 Years 5.75 5.90
7.1-7.5 Years 5.90 6.10
7.6-8.0 Years 6.00 6.20
8.1-8.5 Years 6.22 6.28
8.6-9.0 Years 6.20 6.30
9.1-9.5 Years 6.27 6.32
9.6-10.0 Year 6.26 6.30
15 Years 7.16 7.25
20 Years 8.15 8.25
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FIB Secondary Market Date
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Maturity Yield Range
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0.1-0.5 Years 1.50 2.00
0.6-1.0 Years 2.00 2.40
1.1-1.5 Years 2.20 2.70
1.6-2.0 Years 2.60 3.10
2.1-2.5 Years 3.15 3.65
2.6-3.0 Years 3.40 3.80
3.1-3.5 Years 3.70 4.20
3.6-4.0 Years 3.80 4.30
4.1-4.5 Years 4.20 4.60
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Clean Deposit Market
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Tenor Range (% p a)
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01 Month 2.25 4.25
03 Months 2.25 4.25
06 Months 2.50 4.50
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 1.30-1.90
8-15 Days 1.20-1.60
16-30 Days 1.20-1.50
31-60 Days 1.40-1.70
61-90 Days 1.50-1.80
91-120 Days 1.40-1.70
121-180 Days 1.30-1.70
181-270 Days 1.70-1.90
271-365 Days 1.80-2.00
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Kerb Market FX Rate
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Currency Bid Offer
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USD 57.40 57.45
EUR 71.00 71.50
GBP 107.00 108.00
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