Print
Print 2004-05-20
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (May 19, 2004).
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (May 19, 2004).
DAILY MONEY MARKET COMMENTS: The overnight Interbank Money Market was initiated in the band of 0.3% - 0.50% and most of the trade were witnessed in the band 0.25% - 0.40%, market closed at the level of 0.20% -0.30%. 1-month repo was quoted in the band of 1.50% -1.70%, 2-month between 1.80% - 2.10% and 3-month between 1.90% -2.15%.
PIB 10-year 8% coupon bond was traded in the band of 6.75% - 6.78%. 15-years when issue was traded between 6.42% -6.48%.
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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 0.40 0.30 0.60 0.38
1-Week 0.70 0.90 1.10 1.30 1.00
2-Week 1.10 1.30 1.50 1.70 1.40
1-Month 1.40 1.50 1.60 1.70 1.55
2-Months 1.70 1.90 2.10 2.30 2.00
3-Months 1.80 2.00 2.20 2.40 2.10
4-Months 1.80 2.00 2.20 2.40 2.10
5-Months 1.90 2.10 2.30 2.50 2.20
6-Months 2.00 2.20 2.40 2.60 2.30
9-Months 2.20 2.40 2.60 2.80 2.50
1-Year 2.40 2.60 2.80 3.00 2.70
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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 0.25 0.50 0.35 0.70 0.45
1-Week 0.90 1.10 1.30 1.50 1.20
2-Week 1.30 1.50 1.70 1.90 1.60
1-Month 1.50 1.60 1.80 1.90 1.70
2-Month 1.90 2.10 2.30 2.50 2.20
3-Month 2.00 2.20 2.40 2.60 2.30
4-Month 2.00 2.20 2.40 2.60 2.30
5-Month 2.10 2.30 2.50 2.70 2.40
6-Month 2.20 2.40 2.60 2.80 2.50
9-Month 2.40 2.60 2.80 3.00 2.70
1-Year 2.60 2.80 3.00 3.20 2.90
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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 2.10
0.6-1.0 Years 1.90 2.40
1.1-1.5 Years 2.40 2.90
1.6-2.0 Years 3.20 3.50
2.1-2.5 Years 3.50 3.80
2.6-3.0 Years 3.80 4.00
3.1-3.5 Years 4.10 4.40
3.6-4.0 Years 4.40 4.70
4.1-4.5 Years 4.60 4.90
4.6-5.0 Years 4.80 5.00
6.6-7.0 Years 6.00 6.30
7.1-7.5 Years 6.20 6.50
7.6-8.0 Years 6.30 6.60
8.1-8.5 Years 6.60 6.75
8.6-9.0 Years 6.65 6.75
9.1-9.5 Years 6.60 6.75
9.6-10.0 Years 6.70 6.75
15 Years 8.40 8.60
20 Years 9.40 9.60
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FIB Secondary Market Date
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Maturity Yield Range
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0.1-0.5 Years 1.60 2.20
0.6-1.0 Years 2.00 2.50
1.1-1.5 Years 2.50 3.00
1.6-2.0 Years 3.30 3.60
2.1-2.5 Years 3.60 3.90
2.6-3.0 Years 3.90 4.10
3.1-3.5 Years 4.20 4.50
3.6-4.0 Years 4.50 4.80
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Clean Deposit Market
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Tenor Range (% p a)
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01 Month 2.25 4.00
03 Months 2.25 4.25
06 Months 2.50 4.50
12 Months 2.75 4.75
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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 2.00-2.50
8-15 Days 1.75-2.00
16-30 Days 1.50-1.75
31-60 Days 1.70-2.00
61-90 Days 1.80-2.10
91-120 Days 1.80-2.10
121-180 Days 1.90-2.20
181-270 Days 2.00-2.25
271-365 Days 2.25-2.50
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Kerb Market FX Rate
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Currency Bid Offer
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USD 58.58 58.30
EUR 70.30 70.60
GBP 104.40 104.80
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