Print
Print 2004-07-30
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (July 29, 2004).
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (July 29, 2004).
DAILY MONEY MARKET COMMENTS: The interbank overnight trading initiated at the levels of 3.00% - 4.00% and increased at the level of 5.00% - 5.50%, most of the trade was witnessed in the band of 3.50% - 4.50%, market closed in between 3.00% -4.00%. In tenors 3-month repo was quoted between 2.10% - 2.40%.
10-year PIB (8%) coupon was quoted in the range 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 3.50 6.00 4.00 7.00 5.13
1-Week 2.50 2.75 3.00 3.25 2.88
2-Week 2.25 2.50 2.75 3.00 2.63
1-Month 1.90 2.10 2.30 2.50 2.20
2-Months 2.00 2.20 2.40 2.60 2.30
3-Months 2.10 2.30 2.50 2.70 2.40
4-Months 2.20 2.40 2.60 2.80 2.50
5-Months 2.30 2.50 2.70 2.90 2.60
6-Months 2.40 2.60 2.80 3.00 2.70
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 3.75 6.25 4.25 7.25 5.38
1-Week 2.75 3.00 3.25 3.50 3.13
2-Week 2.50 2.75 3.00 3.25 2.88
1-Month 2.10 2.30 2.50 2.70 2.40
2-Month 2.20 2.40 2.60 2.80 2.50
3-Month 2.30 2.50 2.70 2.90 2.60
4-Month 2.40 2.60 2.80 3.00 2.70
5-Month 2.50 2.70 2.90 3.10 2.80
6-Month 2.50 2.70 2.90 3.10 2.80
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 2.25 3.25
0.6-1.0 Years 2.75 3.50
1.1-1.5 Years 3.50 4.50
1.6-2.0 Years 5.00 5.50
2.1-2.5 Years 5.50 5.90
2.6-3.0 Years 5.80 6.10
3.1-3.5 Years 6.10 6.40
3.6-4.0 Years 6.30 6.70
4.1-4.5 Years 6.70 7.00
4.6-5.0 Years 6.80 7.10
6.6-7.0 Years 8.00 8.50
7.1-7.5 Years 8.10 8.50
7.6-8.0 Years 8.20 8.50
8.1-8.5 Years 5.20 5.50
8.6-9.0 Years 8.20 8.50
9.1-9.5 Years 8.20 8.40
9.6-10.0 Years 8.10 8.30
15 Years 9.00 9.30
20 Years 10.00 10.30
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FIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 2.35 3.35
0.6-1.0 Years 2.85 3.60
1.1-1.5 Years 3.60 4.60
1.6-2.0 Years 5.10 5.60
2.1-2.5 Years 5.60 6.00
2.6-3.0 Years 5.90 6.20
3.1-3.5 Years 6.20 6.50
3.6-4.0 Years 6.40 6.80
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Clean Deposit Market
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Tenor Range (% p a)
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01 Month 2.25 3.50
03 Months 2.75 3.75
06 Months 3.00 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 3.00-3.50
8-15 Days 2.25-2.75
16-30 Days 2.00-2.50
31-60 Days 1.80-2.20
61-90 Days 2.00-2.40
91-120 Days 2.25-2.60
121-180 Days 2.40-2.75
181-270 Days 2.60-2.90
271-365 Days 2.90-3.40
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Kerb Market FX Rate
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Currency Bid Offer
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USD 58.70 58.75
EUR 71.00 71.20
GBP 107.20 107.40
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