Print
Print 2004-11-03
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (November 02, 2004).
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (November 02, 2004).
DAILY MONEY MARKET COMMENTS: Overnight Interbank repo rates were initiated in the band of 1.00% -2.00%, most of the activity were seen in the vicinity of 0.75% -1.25% and closed in the same level, in tenors 1-month repo against PIB was quoted in between 3.00% -3.30% and 3-months repo against PIB was in between 3.40% - 3.90%.
In PIB 10-year 8% coupon was quoted in the vicinity of 7.65% -7.75%.
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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 1.25 0.60 1.75 0.98
1-Week 1.00 1.50 1.75 2.25 1.63
2-Week 2.25 2.50 2.75 3.00 2.63
1-Month 2.60 2.90 3.00 3.30 2.95
2-Months 3.30 3.60 3.60 4.00 3.63
3-Months 3.10 3.50 3.40 3.90 3.48
4-Months 3.30 3.70 3.60 4.10 3.68
5-Months 3.40 3.90 3.70 4.30 3.83
6-Months 3.60 4.00 3.90 4.40 3.98
9-Months 3.80 4.10 4.10 4.50 4.13
1-Year 3.90 4.30 4.20 4.75 4.29
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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 0.50 1.50 0.75 2.00 1.19
1-Week 1.50 2.00 2.25 2.75 2.13
2-Week 2.50 2.75 3.00 3.25 2.88
1-Month 3.00 3.25 3.50 3.75 3.38
2-Month 3.50 4.00 4.00 4.50 4.00
3-Month 3.50 4.00 4.00 4.50 4.00
4-Month 3.75 4.00 4.25 4.50 4.13
5-Month 4.00 4.25 4.50 4.75 4.38
6-Month 4.00 4.25 4.50 5.00 4.44
9-Month 4.25 4.50 5.00 5.75 4.88
1-Year 4.50 5.00 5.25 6.50 5.31
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 3.00 4.00
0.6-1.0 Years 4.00 4.50
1.1-1.5 Years 4.20 4.60
1.6-2.0 Years 4.60 5.00
2.1-2.5 Years 5.10 5.40
2.6-3.0 Years 5.30 5.60
3.1-3.5 Years 5.50 5.80
3.6-4.0Years 5.60 5.90
4.1-4.5 Years 5.80 6.10
4.6-5.0 Years 5.90 6.20
6.1-6.5 Years 7.50 8.00
6.6-7.0 Years 7.60 8.00
7.1-7.5 Years 7.70 7.95
7.6-8.0 Years 7.70 7.95
8.1-8.5 Years 8.70 7.95
8.6-9.0 Years 7.70 7.95
9.1-9.5 Years 7.65 7.80
9.6-10.0 Year 7.65 7.75
15 Years 8.75 9.10
20 Years 9.85 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 2.90 3.90
0.6-1.0 Years 3.90 4.40
1.1-1.5 Years 4.10 4.50
1.6-2.0 Years 4.50 4.90
2.1-2.5 Years 5.00 5.30
2.6-3.0 Years 5.20 5.50
3.1-3.5 Years 5.40 5.70
3.6-4.0 Years 5.50 5.80
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Clean Deposit Market
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Tenor Range (% p a)
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01 Month 3.50 5.50
03 Months 4.75 6.75
06 Months 5.00 7.00
12 Months 5.50 7.50
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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 1.50-3.00
8-15 Days 2.50-3.00
16-30 Days 2.60-3.00
31-60 Days 2.50-2.90
61-90 Days 2.80-3.20
91-120 Days 2.90-3.30
121-180 Days 3.20-3.60
181-270 Days 3.40-3.80
271-365 Days 3.50-3.90
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Kerb Market FX Rate
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Currency Bid Offer
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USD 60.80 61.00
EUR 76.70 77 .00
GBP 110.70 111.00
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