Print
Print 2004-07-01
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (June 30, 2004).
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (June 30, 2004).
DAILY MONEY MARKET COMMENTS: The SBP conducted OMO of Rs 22.8 billion for 1 week @ 4.00%. Overnight money market opened with a wide code of 5.00% -7.40% due to the SBP OMO overnight money market rates remained at higher levels. The market closed at the level of 3.00% -4.00% with offers prevailing and unavailability of bids. PIB 10 years 8% coupon was quoted at 7.75% -7.85%. WAPDA Bonds 10th issue has been seen at the level of Rs 101.50 -103.50.
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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 4.00 7.40 5.00 7.40 5.95
1-Week 3.00 4.00 4.00 5.00 4.00
2-Week 2.00 2.25 2.50 2.75 2.38
1-Month 1.90 2.30 2.20 2.60 2.25
2-Months 2.20 2.40 2.60 2.80 2.50
3-Months 2.30 2.50 2.70 2.90 2.60
4-Months 2.50 2.70 2.90 3.10 2.80
5-Months 2.40 2.60 2.60 3.00 2.70
6-Months 2.50 2.70 2.90 3.10 2.80
9-Months 2.75 3.00 3.25 3.50 3.13
1-Year 3.00 3.25 3.50 3.75 3.38
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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 5.00 7.50 6.00 8.50 6.75
1-Week 3.50 4.50 4.50 5.50 4.50
2-Week 2.25 2.50 2.75 3.00 2.63
1-Month 2.00 2.25 2.50 2.75 2.38
2-Month 2.50 2.70 2.90 3.10 2.80
3-Month 2.50 2.70 2.90 3.10 2.80
4-Month 2.70 2.90 3.10 3.30 3.00
5-Month 2.60 2.80 3.00 3.20 2.90
6-Month 2.75 3.00 3.25 3.50 3.13
9-Month 3.00 3.25 3.50 3.75 3.38
1-Year 3.25 3.50 3.75 4.00 3.63
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 3.25 4.00
0.6-1.0 Years 3.50 4.25
1.1-1.5 Years 4.25 5.00
1.6-2.0 Years 4.50 5.25
2.1-2.5 Years 5.20 5.50
2.6-3.0 Years 5.40 5.70
3.1-3.5 Years 5.75 6.25
3.6-4.0 Years 5.90 6.40
4.1-4.5 Years 6.20 6.60
4.6-5.0 Years 6.40 6.70
6.6-7.0 Years 7.00 7.40
7.1-7.5 Years 7.10 7.50
7.6-8.0 Years 7.30 7.60
8.1-8.5 Years 7.40 7.65
8.6-9.0 Years 7.40 7.65
9.1-9.5 Years 7.40 7.70
9.6-10.0 Years 7.75 7.85
15 Years 8.75 8.90
20 Years 9.75 9.90
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FIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 3.35 4.10
0.6-1.0 Years 3.60 4.35
1.1-1.5 Years 4.35 5.10
1.6-2.0 Years 4.60 5.35
2.1-2.5 Years 5.30 5.60
2.6-3.0 Years 5.50 6.80
3.1-3.5 Years 5.85 6.35
3.6-4.0 Years 6.00 6.50
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Clean Deposit Market
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Tenor Range (% p a)
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01 Month 3.00 4.50
03 Months 3.00 4.75
06 Months 3.75 5.00
12 Months 4.00 5.25
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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 3.25-4.00
8-15 Days 2.50-3.00
16-30 Days 2.40-2.80
31-60 Days 2.30-2.70
61-90 Days 2.50-2.90
91-120 Days 2.50-3.00
121-180 Days 2.50-2.90
181-270 Days 2.60-3.20
271-365 Days 2.80-3.50
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Kerb Market FX Rate
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Currency Bid Offer
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USD 58.48 58.53
EUR 70.60 70.90
GBP 105.60 105.90
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