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Print 2012-10-04
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (October 04, 2012).
Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (October 04, 2012).
DAILY MONEY MARKET COMMENTS: The interbank market initiated within the range of 7.55% - 7.60%. Major trading was witnessed at the level 7.60%, while market closed at the same level of 7.60%. Yesterday PRs 33bn were parked with SBP at the floor of 7.5%.
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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 7.60 7.55 7.65 7.58
1-Week 9.25 9.50 9.60 9.70 9.51
2-Week 9.60 9.90 9.80 10.00 9.83
1-Month 9.60 9.95 9.90 10.00 9.86
2-Months 9.60 9.85 9.85 9.90 9.80
3-Months 9.65 9.80 9.80 9.90 9.79
4-Months 9.70 9.85 9.80 9.90 9.81
5-Months 9.70 9.85 9.80 9.90 9.81
6-Months 9.70 9.80 9.80 9.90 9.80
9-Months 9.70 9.80 9.85 9.95 9.83
1-Year 9.75 9.85 9.90 9.95 9.86
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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 7.55 7.65 7.60 7.70 7.63
1-Week 9.40 9.60 9.70 9.80 9.63
2-Week 9.60 9.90 10.00 10.10 9.90
1-Month 9.75 10.10 10.00 10.20 10.01
2-Months 9.80 10.10 10.00 10.20 10.03
3-Months 9.80 10.10 10.10 10.20 10.05
4-Months 9.90 10.15 10.10 10.20 10.09
5-Months 9.90 10.20 10.10 10.25 10.11
6-Months 9.90 10.20 10.10 10.25 10.11
9-Months 10.00 10.30 10.20 10.35 10.21
1-Year 10.00 10.30 10.20 10.35 10.21
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 9.75 9.80
0.6-1.0 Years 9.80 9.85
1.1-1.5 Years 9.85 9.90
1.6-2.0 Years 9.85 9.90
2.1-2.5 Years 9.95 10.00
2.6-3.0 Years 10.05 10.10
3.1-3.5 Years 10.30 10.35
3.6-4.0 Years 10.65 10.70
4.1-4.5 Years 10.65 10.70
4.6-5.0 Years 10.70 10.74
5.1-5.5 Years 10.85 10.90
5.6-6.0 Years 10.95 11.00
6.1-6.5 Years 11.00 11.05
6.6-7.0 Years 11.00 11.05
7.1-7.5 Years 11.05 11.10
7.6-8.0 Years 11.10 11.15
8.1-8.5 Years 11.14 11.18
8.6-9.0 Years 11.14 11.18
9.1-9.5 Years 11.15 11.20
9.5-10.0 Years 11.15 11.20
15 Years 11.80 11.85
20 Years 11.90 11.95
30 Years 12.00 12.05
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 10.00 10.25
3 Months 9.75 10.25
6 Months 10.00 10.25
12 Months 10.10 10.30
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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 8.00 8.25
8-15 Days 9.40 9.60
16-30 Days 9.75 10.00
31-60 Days 9.85 9.90
61-90 Days 9.85 9.90
91-120 Days 9.75 9.80
121-180 Days 9.75 9.80
181-270 Days 9.72 9.78
271-365 Days 9.70 9.75
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Kerb Market FX Rate
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Currency Bid Offer
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USD 94.9 95.1
EUR 122.00 123.00
GBP 153.00 154.00
JPY 1.20 1.22
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