Print
Print 2004-03-21
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (March 20, 2004).
Money market report by Khadim Ali Shah Bukhari & Co on Saturday (March 20, 2004).
DAILY MONEY MARKET COMMENTS: The overnight Interbank Money Market was initiated in the band of 0.15% - 0.30% and most of the trade has been seen at the level of 0.15% - 0.25% and closed at the level of 0.10% - 0.20%.
PIB 10 year 8% coupon bond was quoted in the band of 6.36% - 6.39%.
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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 0.15 0.20 0.30 0.19
1-Week 0.20 0.40 0.60 0.80 0.50
2-Week 0.70 0.90 1.10 1.30 1.00
1-Month 1.00 1.20 1.30 1.50 1.25
2-Months 1.10 1.20 1.40 1.50 1.30
3-Months 1.20 1.30 1.50 1.60 1.40
4-Months 1.30 1.40 1.60 1.70 1.50
5-Months 1.40 1.50 1.70 1.90 1.63
6-Months 1.50 1.70 1.80 2.00 1.75
9-Months 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 0.15 0.30 0.25 0.80 0.38
1-Week 0.30 0.50 0.70 0.90 0.60
2-Week 0.90 1.10 1.30 1.50 1.20
1-Month 1.10 1.30 1.40 1.60 1.35
2-Month 1.20 1.30 1.50 1.70 1.43
3-Month 1.30 1.40 1.60 1.70 1.50
4-Month 1.40 1.50 1.70 1.90 1.63
5-Month 1.50 1.70 1.90 2.10 1.80
6-Month 1.60 1.80 1.90 2.10 1.85
9-Month 2.10 2.30 2.50 2.90 2.45
1-Year 2.30 2.50 2.70 2.90 2.60
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PIB Secondary Market Date
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Maturity Yield Range
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0.1-0.5 Years 1.20 1.80
0.6-1.0 Years 1.75 2.10
1.1-1.5 Years 2.10 2.60
1.6-2.0 Years 2.60 3.10
2.1-2.5 Years 3.30 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 4.80
6.6-7.0 Years 5.80 6.00
7.1-7.5 Years 5.95 6.20
7.6-8.0 Years 6.10 6.25
8.1-8.5 Years 6.30 6.70
8.6-9.0 Years 6.33 6.38
9.1-9.5 Years 6.37 6.40
9.6-10.0 Years 6.35 6.38
15 Years 7.25 7.40
20 Years 8.25 8.40
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FIB Secondary Market Date
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Maturity Yield Range
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0.1-0.5 Years 1.20 1.90
0.6-1.0 Years 1.70 2.10
1.1-1.5 Years 2.10 2.60
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
4.6-5.0 Years - -
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Clean Deposit Market
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Tenor Range (% p a)
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01 Month 2.00 4.00
03 Months 2.00 4.00
06 Months 2.25 4.50
12 Months 2.50 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 1.50-3.00
8-15 Days 1.25-1.75
16-30 Days 1.20-1.50
31-60 Days 1.30-1.60
61-90 Days 1.30-1.60
91-120 Days 1.50-1.80
121-180 Days 1.65-1.75
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 57.75 57.80
EUR 71.00 71.30
GBP 105.90 106.10
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