Print
Print 2004-06-12
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (June 11, 2004).
Money market report by Khadim Ali Shah Bukhari & Co on Friday (June 11, 2004).
DAILY MONEY MARKET COMMENTS: The overnight interbank money market was initiated in the band of 0.20%-0.40%. On Friday market was highly liquid as most of the trade was seen at the level 0.10%-0.30%. closing at the level of 0.05%-0.15%. PIB 10 years 8.00% coupon was seen at the level of 7.70%-7.80%.
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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 0.25 0.15 0.40 0.21
1-Week 0.25 0.50 0.75 1.00 0.63
2-Week 0.50 0.75 1.00 1.25 0.88
1-Month 2.00 2.25 2.50 2.75 2.38
2-Months 2.00 2.25 2.50 2.75 2.38
3-Months 2.25 2.50 2.75 3.00 2.63
4-Months 2.25 2.50 2.75 3.00 2.63
5-Months 2.50 2.75 3.00 3.25 2.88
6-Months 2.50 2.75 3.00 3.25 2.88
9-Months 3.00 3.20 3.40 3.60 3.30
1-Year 3.20 3.40 3.60 3.80 3.50
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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 0.30 0.40 0.50 0.35
1-Week 0.50 0.75 1.00 1.25 0.88
2-Week 0.75 1.00 1.25 1.50 1.13
1-Month 2.25 2.50 2.75 3.00 2.63
2-Month 2.25 2.50 2.75 3.00 2.63
3-Month 2.50 2.75 3.00 3.25 2.88
4-Month 2.50 2.75 3.00 3.25 2.88
5-Month 2.50 2.75 3.00 3.25 2.88
6-Month 2.50 2.75 3.00 3.25 2.88
9-Month 3.20 3.40 3.60 3.80 3.50
1-Year 3.40 3.60 3.80 4.00 3.70
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 3.50 4.00
0.6-1.0 Years 4.00 4.50
1.1-1.5 Years 4.25 4.75
1.6-2.0 Years 4.50 5.00
2.1-2.5 Years 4.75 5.25
2.6-3.0 Years 5.00 5.25
3.1-3.5 Years 5.25 5.50
3.6-4.0 Years 5.50 6.00
4.1-4.5 Years 5.75 6.25
4.6-5.0 Years 5.85 6.30
6.6-7.0 Years 6.75 7.25
7.1-7.5 Years 6.90 7.30
7.6-8.0 Years 7.10 7.30
8.1-8.5 Years 7.20 7.40
8.6-9.0 Years 7.30 7.50
9.1-9.5 Years 7.40 7.60
9.6-10.0 Years 7.70 7.80
15 Years 8.85 8.95
20 Years 9.85 9.95
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FIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 2.20 2.60
0.6-1.0 Years 4.00 4.60
1.1-1.5 Years 4.35 4.85
1.6-2.0 Years 4.60 5.10
2.1-2.5 Years 4.85 5.35
2.6-3.0 Years 5.90 5.35
3.1-3.5 Years 5.35 5.60
3.6-4.0 Years 5.60 6.10
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Clean Deposit Market
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Tenor Range (% p a)
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01 Month 2.50 3.50
03 Months 2.75 3.75
06 Months 3.00 4.00
12 Months 3.25 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 1.50-2.00
8-15 Days 1.40-1.80
16-30 Days 2.25-2.60
31-60 Days 3.00-3.30
61-90 Days 2.90-3.15
91-120 Days 2.90-3.15
121-180 Days 2.90-3.30
181-270 Days 3.00-3.40
271-365 Days 3.00-3.50
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Kerb Market FX Rate
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Currency Bid Offer
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USD 58.35 58.45
EUR 70.50 70.80
GBP 106.80 107.10
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