Print
Print 2004-05-13
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (May 12, 2004).
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (May 12, 2004).
DAILY MONEY MARKET COMMENTS: The overnight Interbank Money Market was initiated in the band of 0.30 % - 0.50% and most of the trade has been seen at the level 0.25% - 0.50% and market closed at the level of 0.50% - 0.75%.
PIB 10-year 8% coupon bond was quoted in the band of 6.50% - 6.53%.
SBP clean up 3-months 29.775 billion @ 1.7451% and 12-month 28.10 billion @ 2.2452% through Auction.
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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 0.20 0.50 0.30 0.75 0.44
1-Week 0.50 0.80 0.90 1.20 0.85
2-Week 0.80 1.10 1.30 1.50 1.18
1-Month 1.30 1.45 1.60 1.75 1.53
2-Months 1.40 1.50 1.70 1.80 1.60
3-Months 1.60 1.70 1.90 2.10 1.83
4-Months 1.70 1.80 2.00 2.20 1.93
5-Months 1.75 1.90 2.10 2.30 2.01
6-Months 1.80 2.00 2.20 2.40 2.10
9-Months 2.10 2.30 2.50 2.70 2.40
1-Year 2.30 2.50 2.70 2.90 2.60
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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 0.30 0.60 0.40 0.80 0.53
1-Week 0.70 1.00 1.10 1.30 1.03
2-Week 1.00 1.20 1.40 1.60 1.30
1-Month 1.40 1.60 1.80 2.00 1.70
2-Month 1.60 1.70 1.80 1.90 1.75
3-Month 1.70 1.90 2.10 2.30 2.00
4-Month 1.80 2.00 2.20 2.40 2.10
5-Month 1.90 2.10 2.30 2.50 2.20
6-Month 2.00 2.20 2.40 2.60 2.30
9-Month 2.30 2.50 2.70 2.90 2.60
1-Year 2.40 2.60 2.80 3.00 2.70
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PIB Secondary Market Date
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Maturity Yield Range
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0.1-0.5 Years 1.30 1.90
0.6-1.0 Years 1.80 2.30
1.1-1.5 Years 2.20 2.60
1.6-2.0 Years 2.50 3.10
2.1-2.5 Years 3.30 3.70
2.6-3.0 Years 3.60 3.70
3.1-3.5 Years 4.20 4.50
3.6-4.0 Years 4.45 4.75
4.1-4.5 Years 4.75 4.85
4.6-5.0 Years 4.80 4.90
6.6-7.0 Years 5.80 5.95
7.1-7.5 Years 6.10 6.20
7.6-8.0 Years 6.30 6.35
8.1-8.5 Years 6.38 6.42
8.6-9.0 Years 6.44 6.49
9.1-9.5 Years 6.44 6.48
9.6-10.0 Years 6.50 6.53
15 Years 7.20 7.50
20 Years 8.20 8.50
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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 2.20
0.6-1.0 Years 1.75 2.25
1.1-1.5 Years 2.00 2.60
1.6-2.0 Years 2.50 3.00
2.1-2.5 Years 3.10 3.60
2.6-3.0 Years 3.30 3.70
3.1-3.5 Years 3.60 4.10
3.6-4.0 Years 4.70 4.30
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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 2.25 4.25
06 Months 2.25 4.25
12 Months 2.75 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 2.00-2.30
8-15 Days 1.55-1.85
16-30 Days 1.40-1.70
31-60 Days 1.60-1.90
61-90 Days 1.60-1.90
91-120 Days 1.70-2.00
121-180 Days 1.75-2.00
181-270 Days 1.80-2.10
271-365 Days 1.80-2.10
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Kerb Market FX Rate
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Currency Bid Offer
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USD 58.10 58.20
EUR 69.20 69.40
GBP 103.00 103.30
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