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Print 2015-02-18
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (February 16, 2015).
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (February 16, 2015).
DAILY MONEY MARKET COMMENTS: The interbank market initiated at 8.25%-8.40%. SBP conducted OMO for 03 days and injected PRs [email protected]% against the total participation of PRs65bn. Major trading was witnessed within the range of 8.25%-8.40% and closed at the level of 8.25%-8.50%.
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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 8.40 8.00 8.50 8.10
1-Week 8.00 8.40 8.25 8.50 8.29
2-Week 8.10 8.40 8.30 8.50 8.33
1-Month 8.25 8.45 8.40 8.60 8.43
2-Months 8.25 8.50 8.40 8.65 8.45
3-Months 8.25 8.50 8.40 8.70 8.46
4-Months 8.25 8.40 8.40 8.60 8.41
5-Months 8.25 8.40 8.40 8.60 8.41
6-Months 8.20 8.40 8.40 8.60 8.40
9-Months 8.15 8.40 8.35 8.60 8.38
1-Year 8.15 8.40 8.35 8.60 8.38
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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 7.50 8.40 8.00 8.50 8.10
1-Week 8.10 8.40 8.30 8.50 8.33
2-Week 8.25 8.45 8.40 8.60 8.43
1-Month 8.30 8.50 8.40 8.65 8.46
2-Months 8.40 8.50 8.50 8.65 8.51
3-Months 8.40 8.60 8.50 8.75 8.56
4-Months 8.30 8.60 8.40 8.70 8.50
5-Months 8.30 8.60 8.40 8.70 8.50
6-Months 8.30 8.60 8.40 8.70 8.50
9-Months 8.30 8.70 8.40 8.75 8.54
1-Year 8.40 8.70 8.50 8.75 8.59
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 8.35 8.40
0.6-1.0 Years 8.40 8.45
1.1-1.5 Years 8.40 8.45
1.6-2.0 Years 8.50 8.52
2.1-2.5 Years 8.52 8.58
2.6-3.0 Years 8.55 8.60
3.1-3.5 Years 8.75 8.80
3.6-4.0 Years 8.90 8.95
4.1-4.5 Years 8.90 8.95
4.6-5.0 Years 9.05 9.10
5.1-5.5 Years 9.10 9.15
5.6-6.0 Years 9.30 9.35
6.1-6.5 Years 9.50 9.55
6.6-7.0 Years 9.80 9.85
7.1-7.5 Years 9.80 9.85
7.6-8.0 Years 9.82 9.88
8.1-8.5 Years 9.85 9.90
8.6-9.0 Years 9.85 9.90
9.1-9.5 Years 9.88 9.92
9.5-10.0 Years 9.88 9.92
15 Years 10.45 10.50
20 Years 10.75 10.80
30 Years 11.00 11.10
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 8.50 9.00
3 Months 8.75 9.00
6 Months 8.75 9.25
12 Months 8.75 9.25
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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 8.25 8.30
8-15 Days 8.25 8.30
16-30 Days 8.30 8.35
31-60 Days 8.30 8.35
61-90 Days 8.35 8.38
91-120 Days 8.35 8.38
121-180 Days 8.34 8.37
181-270 Days 8.30 8.34
271-365 Days 8.30 8.34
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Kerb Market FX Rate
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Currency Bid Offer
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USD 101.50 101.75
EUR 115.50 115.75
GBP 155.50 155.75JPY 0.83 0.88
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