Print
Print 2004-07-17
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (July 16, 2004).
Money market report by Khadim Ali Shah Bukhari & Co on Friday (July 16, 2004).
DAILY MONEY MARKET COMMENTS: Today's market was the best reflection of yesterday. In the morning market initiated with the codes of 0.50% - 1.00%.
Mostly market covered its position at the level of 0.30% - 0.60% and the market showed the closing at the level of 0.15% - 0.25%. PIB 10 years 8% coupon was cross PAR and quoted at he level of 8.10% - 8.30%.
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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 0.30 0.50 0.60 0.75 0.54
1-Week 0.25 0.50 0.75 1.00 0.63
2-Week 0.75 1.00 1.25 1.50 1.13
1-Month 1.05 1.15 1.25 1.40 1.21
2-Months 1.30 1.50 1.70 1.90 1.60
3-Months 1.50 1.60 1.80 2.00 1.73
4-Months 1.70 1.90 2.10 2.30 2.00
5-Months 2.00 2.20 2.40 2.60 2.30
6-Months 2.20 2.40 2.60 2.80 2.50
9-Months 2.75 3.00 3.25 3.50 3.13
-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 0.40 0.60 0.80 1.00 0.70
1-Week 0.50 0.75 1.00 1.25 0.88
2-Week 1.00 1.25 1.50 1.75 1.38
1-Month 1.20 1.40 1.60 1.80 1.50
2-Month 1.50 1.70 1.90 2.10 1.80
3-Month 1.70 1.90 2.10 2.30 2.00
4-Month 1.90 2.10 2.30 2.50 2.20
5-Month 2.20 2.40 2.60 2.80 2.50
6-Month 2.40 2.60 2.80 3.00 2.70
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 3.30 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 5.00 5.40
2.6-3.0 Years 5.70 6.00
3.1-3.5 Years 6.00 6.25
3.6-4.0 Years 6.25 6.50
4.1-4.5 Years 6.50 6.75
4.6-5.0 Years 6.90 6.75
6.6-7.0 Years 7.10 7.40
7.1-7.5 Years 7.25 7.50
7.6-8.0 Years 7.40 7.70
8.1-8.5 Years 8.00 8.20
8.6-9.0 Years 8.00 8.20
9.1-9.5 Years 8.10 8.30
9.6-10.0 Years 8.10 8.50
15 Years 9.00 9.25
20 Years 10.00 10.25
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FIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 3.40 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 5.10 5.50
2.6-3.0 Years 5.80 6.10
3.1-3.5 Years 6.10 6.35
3.6-4.0 Years 6.35 6.60
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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 2.50 3.75
06 Months 3.25 4.00
12 Months 3.50 4.25
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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 1.20-1.70
8-15 Days 1.30-1.80
16-30 Days 1.30-1.70
31-60 Days 1.40-1.90
61-90 Days 1.60-2.10
91-120 Days 1.90-2.30
121-180 Days 1.90-2.30
181-270 Days 2.20-2.50
271-365 Days 2.40-3.00
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Kerb Market FX Rate
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Currency Bid Offer
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USD 58.45 58.55
EUR 72.05 72.20
GBP 108.15 108.30
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