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Print 2004-11-24
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (November 23, 2004).
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (November 23, 2004).
DAILY MONEY MARKET COMMENTS: Today money market was initiated at the level of 4.50% - 5.50%. Few trades were seen at the level of 3.50% in the beginning of the day. As the day progressed market came down and was seen at the level of 2.00% - 2.50%. Most of the trades were seen at the same level. At the end offers were seen at 2.00% and market closed at the same level, with the scarcity of bids.
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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 2.00 4.50 2.50 5.50 3.63
1-Week 3.00 3.50 4.00 4.25 3.69
2-Week 2.25 2.50 2.75 3.00 2.63
1-Month 2.75 3.00 3.25 3.50 3.13
2-Months 3.00 3.25 3.40 3.60 3.31
3-Months 3.75 4.00 4.50 5.00 4.31
4-Months 4.00 4.25 4.75 5.00 4.50
5-Months 4.10 4.30 4.80 5.00 4.55
6-Months 4.25 4.50 4.80 5.20 4.69
9-Months 4.25 4.50 5.00 5.25 4.75
1-Year 4.50 4.75 5.00 5.40 4.91
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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 2.50 5.00 3.00 6.00 4.13
1-Week 3.50 3.75 4.25 4.50 4.00
2-Week 2.50 2.75 3.25 3.50 3.00
1-Month 3.00 3.50 3.75 4.00 3.56
2-Month 3.25 3.50 3.80 4.00 3.64
3-Month 4.25 4.50 5.00 5.50 4.81
4-Month 4.50 4.75 5.00 5.50 4.94
5-Month 4.75 5.25 5.50 5.75 5.31
6-Month 5.25 5.50 6.00 6.25 5.75
9-Month 5.30 5.60 6.10 6.30 5.83
1-Year 5.50 5.75 6.25 6.50 6.00
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 3.75 4.25
0.6-1.0 Years 4.00 4.50
1.1-1.5 Years 4.50 5.00
1.6-2.0 Years 5.00 5.50
2.1-2.5 Years 5.25 5.75
2.6-3.0 Years 5.40 5.80
3.1-3.5 Years 5.75 6.25
3.6-4.0 Years 6.00 6.50
4.1-4.5 Years 6.20 6.60
4.6-5.0 Years 6.25 6.75
5.1-5.5 Years 6.50 7.00
5.6-6.0 Years 7.00 7.50
6.1-6.5 Years 7.10 7.60
6.6-7.0 Years 7.25 7.75
7.1-7.5 Years 7.40 7.80
7.6-8.0 Years 7.50 7.85
8.1-8.5 Years 7.60 7.85
8.6-9.0 Years 7.70 7.90
9.1-9.5 Years 7.60 7.90
9.6-10.0 Year 7.50 7.90
15 Years 8.85 9.00
20 Years 9.90 10.05
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FIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 3.65 4.15
0.6-1.0 Years 3.90 4.40
1.1-1.5 Years 4.40 4.90
1.6-2.0 Years 4.90 5.40
2.1-2.5 Years 5.15 5.65
2.6-3.0 Years 5.30 5.70
3.1-3.5 Years 5.65 6.15
3.6-4.0 Years 5.75 5.90
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Clean Deposit Market
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Tenor Range (% p a)
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01 Month 5.00 5.50
03 Months 5.50 6.00
06 Months 5.75 6.50
12 Months 6.00 7.00
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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 3.60-3.90
8-15 Days 3.00-3.50
16-30 Days 3.25-3.75
31-60 Days 3.75-4.20
61-90 Days 3.80-4.20
91-120 Days 3.85-4.25
121-180 Days 3.90-4.25
181-270 Days 4.00-4.50
271-365 Days 4.20-4.60
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Kerb Market FX Rate
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Currency Bid Offer
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USD 60.17 60.22
EUR 77.60 77.75
GBP 110.80 111.10
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