Print
Print 2004-10-26
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Monday (October 25, 2004).
Money market report by Khadim Ali Shah Bukhari & Co on Monday (October 25, 2004).
DAILY MONEY MARKET COMMENTS: Today money market was initiated at the level of 0.50% and 1.00%. From the start of the trades were seen at the level of 0.75% . As the day progressed market moved to the level of 0.75% - 1.50%.
Most of the trades were seen at the level of 0.75% - 1.00%. At the end market came down at the level of 0.50% and closed at the same level.
SBP announced the pre-auction target of Rs 50 billion for T-Bill 3 months and 1 year against the inflow of Rs 80 billion.
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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 0.50 1.50 1.00 1.50 1.13
1-Week 0.50 0.75 1.00 1.50 0.94
2-Week 0.75 1.00 1.25 1.75 1.19
1-Month 2.00 2.50 3.00 3.50 2.75
2-Months 2.75 3.00 3.50 3.75 3.25
3-Months 3.25 3.50 3.75 4.00 3.63
4-Months 3.25 3.50 3.75 4.00 3.63
5-Months 3.50 3.75 4.00 4.25 3.88
6-Months 3.50 3.75 4.50 4.75 4.13
9-Months 3.75 4.00 4.50 4.75 4.25
1-Year 4.25 4.50 4.75 5.00 4.63
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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 0.75 1.75 1.25 1.75 1.38
1-Week 0.75 1.00 1.25 1.75 1.19
2-Week 1.00 1.25 1.50 2.00 1.44
1-Month 2.25 2.75 3.25 3.75 3.00
2-Month 3.00 3.25 3.75 4.00 3.50
3-Month 3.50 3.75 4.00 4.25 3.88
4-Month 3.50 3.75 4.00 4.25 3.88
5-Month 3.50 4.00 4.25 4.50 4.06
6-Month 3.75 4.00 4.75 5.00 4.38
9-Month 4.00 4.25 4.75 5.00 4.50
1-Year 4.50 4.75 5.00 5.25 4.88
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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 4.00 4.50
1.1-1.5 Years 4.25 5.00
1.6-2.0 Years 4.50 5.00
2.1-2.5 Years 4.80 5.20
2.6-3.0 Years 5.00 5.40
3.1-3.5 Years 5.30 5.70
3.6-4.0 Years 5.50 5.90
4.1-4.5 Years 5.70 6.10
4.6-5.0 Years 5.90 6.30
6.1-6.5 Years 7.90 8.10
6.6-7.0 Years 8.15 8.25
7.1-7.5 Years 8.10 8.35
7.6-8.0 Years 8.20 8.35
8.1-8.5 Years 8.20 8.35
8.6-9.0 Years 8.25 8.35
9.1-9.5 Years 8.25 8.35
9.6-10.0 Year 8.30 8.40
15 Years 8.80 9.10
20 Years 9.80 10.10
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FIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 3.15 3.90
0.6-1.0 Years 3.90 4.40
1.1-1.5 Years 4.15 4.90
1.6-2.0 Years 4.40 4.90
2.1-2.5 Years 4.70 5.10
2.6-3.0 Years 4.90 5.30
3.1-3.5 Years 5.20 5.60
3.6-4.0 Years 5.40 5.80
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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 3.50-5.50
8-15 Days 3.25-3.75
16-30 Days 3.00-3.50
31-60 Days 3.20-3.60
61-90 Days 3.10-3.50
91-120 Days 3.20-3.50
121-180 Days 3.20-3.70
181-270 Days 3.20-3.70
271-365 Days 3.40-3.90
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Kerb Market FX Rate
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Currency Bid Offer
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USD 61.30 61.50
EUR 77.20 77.50
GBP 111.30 111.60
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