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Print 2012-11-13
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Monday (November 12, 2012).
Money market report by Khadim Ali Shah Bukhari & Co on Monday (November 12, 2012).
DAILY MONEY MARKET COMMENTS: The interbank market initiated within the range of 9.00%-9.50%. SBP conducted OMO and injected Rs [email protected]% for 4 days against the participation of Rs 479bn. After OMO, market gained momentum, and major trading was witnessed at the level of 9.90%. The market closed within the range of 9.50%-9.90%.
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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 9.00 9.90 9.25 9.90 9.51
1-Week 9.00 9.70 9.25 9.80 9.44
2-Week 9.10 9.40 9.40 9.60 9.38
1-Month 9.00 9.50 9.20 9.60 9.33
2-Months 9.10 9.50 9.40 9.60 9.40
3-Months 9.25 9.50 9.40 9.65 9.45
4-Months 9.40 9.65 9.50 9.70 9.56
5-Months 9.40 9.65 9.50 9.75 9.58
6-Months 9.45 9.70 9.60 9.80 9.64
9-Months 9.45 9.70 9.65 9.80 9.65
1-Year 9.50 9.75 9.70 9.80 9.69
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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 9.00 9.90 9.30 9.95 9.54
1-Week 9.10 9.80 9.30 9.90 9.53
2-Week 9.10 9.75 9.40 9.80 9.51
1-Month 9.10 9.75 9.40 9.80 9.51
2-Months 9.10 9.60 9.50 9.70 9.48
3-Months 9.20 9.60 9.50 9.70 9.50
4-Months 9.40 9.70 9.60 9.75 9.61
5-Months 9.40 9.70 9.60 9.75 9.61
6-Months 9.40 9.70 9.60 9.75 9.61
9-Months 9.50 9.80 9.65 9.85 9.70
1-Year 9.60 9.90 9.75 10.00 9.81
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 9.20 9.25
0.6-1.0 Years 9.30 9.35
1.1-1.5 Years 9.50 9.55
1.6-2.0 Years 9.65 9.70
2.1-2.5 Years 9.90 9.95
2.6-3.0 Years 10.05 10.10
3.1-3.5 Years 10.30 10.35
3.6-4.0 Years 10.45 10.50
4.1-4.5 Years 10.50 10.55
4.6-5.0 Years 10.60 10.65
5.1-5.5 Years 10.65 10.70
5.6-6.0 Years 10.75 10.80
6.1-6.5 Years 10.80 10.85
6.6-7.0 Years 10.80 10.85
7.1-7.5 Years 10.85 10.90
7.6-8.0 Years 10.90 10.95
8.1-8.5 Years 11.00 11.05
8.6-9.0 Years 11.05 11.10
9.1-9.5 Years 11.10 11.15
9.5-10.0 Years 11.10 11.15
15 Years 11.65 11.70
20 Years 11.80 11.85
30 Years 11.95 12.00
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 9.50 9.90
3 Months 9.80 10.00
6 Months 9.85 10.00
12 Months 10.00 10.25
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T-Bill Secondary Market Data
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3 Months, 6 Months &
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12 Months Instruments
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Days to Maturity Yield Range %
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0-7 Days 9.85 9.90
8-15 Days 9.50 9.55
16-30 Days 9.25 9.30
31-60 Days 9.25 9.30
61-90 Days 9.18 9.22
91-120 Days 9.15 9.18
121-180 Days 9.16 9.20
181-270 Days 9.24 9.28
271-365 Days 9.26 9.30
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Kerb Market FX Rate
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Currency Bid Offer
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USD 96.2 96.4
EUR 123.00 124.00
GBP 153.50 154.50
JPY 1.18 1.22
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