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Print 2014-06-17
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Monday (June 16, 2014).
Money market report by Khadim Ali Shah Bukhari & Co on Monday (June 16, 2014).
DAILY MONEY MARKET COMMENTS: The interbank market initiated within the range of 7.50%-8.25%. SBP conducted OMO for 3 days and mopped-up [email protected]% against the total participation of PRs44.80bn. Major trading was witnessed within the range of 8.25%-8.75% and closed within the levels of 8.00%-8.25%.
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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 7.50 9.25 8.25 9.50 8.63
1-Week 8.75 9.30 9.15 9.50 9.18
2-Week 9.50 9.60 9.60 9.80 9.63
1-Month 9.75 9.85 9.90 10.00 9.88
2-Months 9.85 9.95 9.95 10.00 9.94
3-Months 9.90 10.15 10.00 10.20 10.06
4-Months 9.90 10.25 10.00 10.30 10.11
5-Months 9.90 10.20 10.00 10.30 10.10
6-Months 9.90 10.20 10.00 10.30 10.10
9-Months 9.90 10.20 10.05 10.35 10.13
1-Year 9.90 10.20 10.05 10.35 10.13
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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 7.50 9.25 8.25 9.50 8.63
1-Week 9.00 9.60 9.40 9.70 9.43
2-Week 9.50 9.75 9.75 9.90 9.73
1-Month 9.80 10.00 9.90 10.10 9.95
2-Months 9.85 10.25 10.00 10.30 10.10
3-Months 10.00 10.30 10.10 10.40 10.20
4-Months 10.00 10.30 10.10 10.40 10.20
5-Months 10.00 10.30 10.10 10.40 10.20
6-Months 10.00 10.40 10.15 10.45 10.25
9-Months 10.00 10.45 10.20 10.50 10.29
1-Year 10.00 10.45 10.25 10.50 10.30
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 10.00 10.05
0.6-1.0 Years 10.25 10.30
1.1-1.5 Years 10.50 10.55
1.6-2.0 Years 10.90 10.95
2.1-2.5 Years 12.06 12.07
2.6-3.0 Years 12.06 12.08
3.1-3.5 Years 12.40 12.45
3.6-4.0 Years 12.48 12.50
4.1-4.5 Years 12.52 12.54
4.6-5.0 Years 12.51 12.53
5.1-5.5 Years 12.65 12.70
5.6-6.0 Years 12.75 12.78
6.1-6.5 Years 12.78 12.82
6.6-7.0 Years 12.80 12.84
7.1-7.5 Years 12.84 12.87
7.6-8.0 Years 12.85 12.88
8.1-8.5 Years 12.86 12.89
8.6-9.0 Years 12.86 12.90
9.1-9.5 Years 12.88 12.90
9.5-10.0 Years 12.89 12.91
15 Years 13.00 13.10
20 Years 13.15 13.20
30 Years 13.20 13.30
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 10.20 10.30
3 Months 10.30 10.40
6 Months 10.35 10.50
12 Months 10.40 10.60
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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 9.50 9.60
8-15 Days 9.70 9.80
16-30 Days 9.85 9.90
31-60 Days 9.90 9.95
61-90 Days 9.94 9.97
91-120 Days 9.96 9.98
121-180 Days 9.97 9.98
181-270 Days 9.98 10.00
271-365 Days 10.00 10.03
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Kerb Market FX Rate
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Currency Bid Offer
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USD 99.60 99.90
EUR 134.60 135.00
GBP 167.00 167.25
JPY 0.94 1.02
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