Markets
Print 2015-05-16
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (May 15, 2015).
Money market report by Khadim Ali Shah Bukhari & Co on Friday (May 15, 2015).
DAILY MONEY MARKET COMMENTS: The interbank market initiated at 7.25%-7.50%. SBP conducted OMO for 07 days and injected PRs [email protected]% against the total participation of Rs 549bn. Major trading was witnessed within the range of 7.00%-7.50% and closed within the levels of 6.50%-7.00%.
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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 6.50 7.70 7.00 7.75 7.24
1-Week 7.25 7.60 7.50 7.75 7.53
2-Week 7.10 7.25 7.25 7.50 7.28
1-Month 6.75 7.25 7.10 7.40 7.13
2-Months 6.75 7.25 7.25 7.40 7.16
3-Months 6.75 7.25 7.10 7.40 7.13
4-Months 6.70 7.25 7.00 7.35 7.08
5-Months 6.70 7.20 7.00 7.30 7.05
6-Months 6.70 7.20 7.00 7.30 7.05
9-Months 6.70 7.20 7.00 7.30 7.05
1-Year 6.70 7.20 7.00 7.30 7.05
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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 6.50 7.75 7.00 7.80 7.26
1-Week 7.25 7.65 7.55 7.75 7.55
2-Week 7.00 7.30 7.30 7.65 7.31
1-Month 6.90 7.30 7.25 7.50 7.24
2-Months 6.90 7.30 7.25 7.50 7.24
3-Months 6.90 7.30 7.20 7.50 7.23
4-Months 6.90 7.25 7.20 7.50 7.21
5-Months 6.85 7.25 7.20 7.40 7.18
6-Months 6.85 7.25 7.20 7.40 7.18
9-Months 6.90 7.25 7.25 7.40 7.20
1-Year 6.90 7.25 7.25 7.40 7.20
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 7.10 7.20
0.6-1.0 Years 6.85 6.90
1.1-1.5 Years 6.85 6.90
1.6-2.0 Years 7.10 7.15
2.1-2.5 Years 7.25 7.30
2.6-3.0 Years 7.25 7.30
3.1-3.5 Years 7.50 7.55
3.6-4.0 Years 7.70 7.75
4.1-4.5 Years 7.75 7.75
4.6-5.0 Years 7.80 7.85
5.1-5.5 Years 8.00 8.10
5.6-6.0 Years 8.15 8.20
6.1-6.5 Years 8.65 8.70
6.6-7.0 Years 8.72 8.80
7.1-7.5 Years 8.75 8.80
7.6-8.0 Years 8.80 8.85
8.1-8.5 Years 9.00 9.05
8.6-9.0 Years 9.10 9.15
9.1-9.5 Years 9.10 9.15
9.5-10.0 Years 9.05 9.10
15 Years 9.90 10.00
20 Years 10.20 10.25
30 Years 10.70 10.80
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 7.50 7.75
3 Months 7.50 7.75
6 Months 7.40 7.70
12 Months 7.40 7.70
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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 6.75 7.00
8-15 Days 6.80 6.90
16-30 Days 6.90 7.00
31-60 Days 6.90 7.00
61-90 Days 6.80 6.85
91-120 Days 6.75 6.80
121-180 Days 6.75 6.80
181-270 Days 6.75 6.85
271-365 Days 6.75 6.85
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Kerb Market FX Rate
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Currency Bid Offer
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USD 102.60 102.80
EUR 108.90 109.10
GBP 151.10 151.50
JPY 0.85 0.90
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