Print
Print 2004-08-10
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Monday (August 09, 2004).
Money market report by Khadim Ali Shah Bukhari & Co on Monday (August 09, 2004).
DAILY MONEY MARKET COMMENTS: The interbank overnight trading initiated in th level of 0.50% - 0.75%. As the day progressed market settled down at the level of 0.15% - 0.20%.
Most of the trade has been seen at the level of 0.25% . Finally market settled down at the level of 0.20%.
10-year PIB (8%) coupon was quoted in the range of 7.95% - 8.05%.
=================================================================
Repo Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 0.15 0.50 0.20 0.75 0.40
1-Week 0.50 0.75 0.90 1.00 0.79
2-Week 0.75 1.00 1.25 1.50 1.13
1-Month 1.20 1.30 1.50 1.75 1.44
2-Months 1.50 1.70 1.90 2.10 1.80
3-Months 1.80 2.00 2.20 2.30 2.08
4-Months 1.90 2.10 2.30 2.50 2.20
5-Months 2.00 2.20 2.50 2.70 2.35
6-Months 2.30 2.40 2.80 3.00 2.63
9-Months 2.70 2.90 3.30 3.50 3.10
1-Year 3.20 3.40 3.70 3.90 3.55
=================================================================
Call Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 0.25 0.50 0.50 0.75 0.50
1-Week 0.75 1.00 1.50 1.75 1.25
2-Week 1.25 1.50 1.75 2.00 1.63
1-Month 1.50 1.80 2.00 2.20 1.88
2-Month 1.80 2.00 2.20 2.40 2.10
3-Month 2.50 2.60 2.65 2.75 2.63
4-Month 2.60 2.75 2.90 3.00 2.81
5-Month 2.70 2.90 3.10 3.30 3.00
6-Month 2.90 3.10 3.30 3.50 3.20
9-Month 3.50 3.75 4.00 4.25 3.88
1-Year 3.80 4.10 4.30 4.60 4.20
=================================================================
=================================
PIB Secondary Market Data
---------------------------------
Maturity Yield Range
=================================
0.1-0.5 Years 1.80 2.60
0.6-1.0 Years 2.50 3.20
1.1-1.5 Years 3.50 4.50
1.6-2.0 Years 5.00 5.50
2.1-2.5 Years 5.00 5.40
2.6-3.0 Years 5.20 5.60
3.1-3.5 Years 5.70 6.00
3.6-4.0 Years 5.90 6.30
4.1-4.5 Years 6.00 6.40
4.6-5.0 Years 6.20 6.60
6.6-7.0 Years 7.60 7.90
7.1-7.5 Years 7.85 8.10
7.6-8.0 Years 7.90 8.10
8.1-8.5 Years 7.90 8.15
8.6-9.0 Years 7.95 8.15
9.1-9.5 Years 7.90 8.10
9.6-10.0 Years 7.85 8.00
15 Years 8.80 9.05
20 Years 9.80 10.05
=================================
FIB Secondary Market Data
---------------------------------
Maturity Yield Range
=================================
0.1-0.5 Years 1.90 2.70
0.6-1.0 Years 2.60 3.30
1.1-1.5 Years 3.60 4.60
1.6-2.0 Years 5.10 5.60
2.1-2.5 Years 5.10 5.50
2.6-3.0 Years 5.30 5.70
3.1-3.5 Years 5.80 6.10
3.6-4.0 Years 6.00 6.40
=================================
Clean Deposit Market
---------------------------------
Tenor Range (% p a)
=================================
01 Months 2.50 3.50
03 Months 2.75 3.75
06 Months 3.00 4.00
12 Months 4.00 5.00
=================================
T-Bill Secondary Market Data
=================================
3 Months, 6 Months &
12 Months Instruments
=================================
Days to Maturity Yield Range %
=================================
0-7 Days 2.50-3.00
8-15 Days 2.00-2.50
16-30 Days 1.50-1.90
31-60 Days 1.60-1.95
61-90 Days 1.90-2.10
91-120 Days 2.10-2.40
121-180 Days 2.30-2.50
181-270 Days 2.50-2.80
271-365 Days 2.75-3.00
=================================
Kerb Market FX Rate
---------------------------------
Currency Bid Offer
---------------------------------
CSD 59.10 59.20
EUR 72.20 72.50
GBP 108.20 108.50
=================================
Comments
Comments are closed.