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Print 2015-03-25
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (March 24, 2015).
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (March 24, 2015).
DAILY MONEY MARKET COMMENTS: The interbank market initiated at 7.75%-8.00%. SBP conducted OMO for 03 days and injected [email protected]% against the total participation of PRs40bn. Major trading was witnessed within the range of 7.25%-7.75% and closed at the level of 7.25%-7.50%.
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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 7.25 7.90 7.50 8.00 7.66
1-Week 7.50 7.75 7.80 7.90 7.74
2-Week 7.50 7.80 7.80 7.90 7.75
1-Month 7.60 7.80 7.85 7.90 7.79
2-Months 7.60 7.80 7.85 7.90 7.79
3-Months 7.60 7.80 7.85 7.90 7.79
4-Months 7.60 7.85 7.85 7.90 7.80
5-Months 7.75 7.85 7.85 7.90 7.84
6-Months 7.75 7.85 7.85 7.95 7.85
9-Months 7.75 7.85 7.85 7.95 7.85
1-Year 7.75 7.90 7.85 7.95 7.86
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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 7.25 8.00 7.50 8.55 7.83
1-Week 7.60 7.85 7.75 8.00 7.80
2-Week 7.60 7.85 7.75 8.00 7.80
1-Month 7.70 7.85 7.75 8.00 7.83
2-Months 7.70 7.90 7.80 8.00 7.85
3-Months 7.75 7.90 7.80 8.00 7.86
4-Months 7.75 7.90 7.80 8.00 7.86
5-Months 7.85 7.95 7.80 8.00 7.90
6-Months 7.85 7.95 7.80 8.00 7.90
9-Months 7.85 7.95 7.85 8.00 7.91
1-Year 7.85 7.95 7.85 8.00 7.91
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 7.90 8.00
0.6-1.0 Years 7.80 7.85
1.1-1.5 Years 7.80 7.85
1.6-2.0 Years 7.85 7.90
2.1-2.5 Years 7.90 7.95
2.6-3.0 Years 7.95 8.00
3.1-3.5 Years 8.15 8.20
3.6-4.0 Years 8.20 8.25
4.1-4.5 Years 8.32 8.36
4.6-5.0 Years 8.33 8.38
5.1-5.5 Years 8.36 8.42
5.6-6.0 Years 8.75 8.80
6.1-6.5 Years 8.90 8.98
6.6-7.0 Years 8.95 9.00
7.1-7.5 Years 9.00 9.05
7.6-8.0 Years 9.05 9.10
8.1-8.5 Years 9.10 9.15
8.6-9.0 Years 9.10 9.15
9.1-9.5 Years 9.20 9.25
9.5-10.0 Years 9.20 9.25
15 Years 10.00 10.10
20 Years 10.40 10.50
30 Years 10.90 11.00
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 8.25 8.40
3 Months 8.20 8.40
6 Months 8.25 8.50
12 Months 8.40 8.60
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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 7.90 8.00
8-15 Days 7.90 7.95
16-30 Days 7.90 7.95
31-60 Days 7.90 7.95
61-90 Days 7.85 7.90
91-120 Days 7.95 8.00
121-180 Days 7.75 7.80
181-270 Days 7.70 7.75
271-365 Days 7.70 7.75
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Kerb Market FX Rate
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Currency Bid Offer
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USD 102.75 103.00
EUR 109.50 109.75
GBP 151.00 151.25
JPY 0.85 0.90
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