Print
Print 2004-11-05
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (November 04, 2004).
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (November 04, 2004).
DAILY MONEY MARKET COMMENTS: Overnight interbank repo rates were initiated in the band of 1.00 - 2.00% most the banks were waiti the SBP didn't announced OMO rates fell down to 0.50% and closed in the vicinity of 0.25% - 0.50%. In tenors one-month repo against T-bill was quoted in between 3.10% - 3.40% and 3-months repo against T-bills was in between 3.20% - 3.60%.
In PIB 10-year 8% coupon was quoted in the vicinity of 7.65% - 7.80%.
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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 0.20 1.00 0.40 1.50 0.78
1-Week 1.00 1.50 1.75 2.25 1.63
2-Week 2.50 3.25 3.00 3.50 3.06
1-Month 3.00 3.40 3.40 3.80 3.40
2-Months 3.30 3.60 3.70 4.10 3.68
3-Months 3.20 3.75 3.60 4.25 3.70
4-Months 3.30 3.70 3.70 4.10 3.70
5-Months 3.40 3.90 3.70 4.40 3.85
6-Months 3.60 4.00 3.90 4.50 4.00
9-Months 3.80 4.20 4.20 4.70 4.23
1-Year 3.90 4.40 4.30 4.90 4.38
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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 1.25 0.60 1.75 1.00
1-Week 1.25 1.50 2.25 2.50 1.88
2-Week 3.20 3.40 3.60 3.80 3.50
1-Month 3.25 3.75 3.75 4.25 3.75
2-Month 3.75 4.00 4.25 4.50 4.13
3-Month 3.75 4.00 4.25 4.50 4.13
4-Month 4.00 4.25 4.50 4.75 4.38
5-Month 4.00 4.25 4.50 4.75 4.38
6-Month 4.25 4.50 4.75 5.00 4.63
9-Month 4.50 4.75 5.25 5.75 5.06
1-Year 4.75 5.25 5.50 6.50 5.50
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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 4.25
0.6-1.0 Years 4.00 4.60
1.1-1.5 Years 4.25 4.75
1.6-2.0 Years 4.50 5.00
2.1-2.5 Years 4.75 5.25
2.6-3.0 Years 5.20 5.60
3.1-3.5 Years 5.50 5.90
3.6-4.0 Years 5.70 6.10
4.1-4.5 Years 5.80 6.20
4.6-5.0 Years 6.00 6.30
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 7.90
8.6-9.0 Years 7.70 7.90
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 3.15 4.15
0.6-1.0 Years 3.90 4.50
1.1-1.5 Years 4.15 4.65
1.6-2.0 Years 4.40 4.90
2.1-2.5 Years 4.65 5.15
2.6-3.0 Years 5.10 5.50
3.1-3.5 Years 5.40 5.80
3.6-4.0 Years 5.60 6.00
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Clean Deposit Market
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Tenor Range (% p a)
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01 Month 4.50 6.00
03 Months 5.00 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 2.00-3.50
8-15 Days 2.50-3.50
16-30 Days 3.00-3.50
31-60 Days 3.20-3.60
61-90 Days 3.20-3.70
91-120 Days 3.40-3.80
121-180 Days 3.60-4.00
181-270 Days 3.50-4.00
271-365 Days 3.50-4.00
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Kerb Market FX Rate
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Currency Bid Offer
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USD 60.60 60.80
EUR 76.75 77.00
GBP 110.90 111.20
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