Print
Print 2012-10-13
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (October 12, 2012).
Money market report by Khadim Ali Shah Bukhari & Co on Friday (October 12, 2012).
DAILY MONEY MARKET COMMENTS: The interbank market initiated within the range of 9.25% -9.50%. SBP conducted OMO and injected Rs 603.25bn at 9.01% for 7 days against the participation of same amount. After OMO, major trading was witnessed within the range of 8.25% - 8.75%, while the market eventually closed within the range of 7.50% - 8.00%.
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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 7.25 9.50 7.50 9.75 8.50
1-Week 9.00 9.65 9.20 9.75 9.40
2-Week 9.20 9.60 9.40 9.75 9.49
1-Month 9.25 9.70 9.60 9.75 9.58
2-Months 9.40 9.65 9.60 9.75 9.60
3-Months 9.50 9.70 9.70 9.75 9.66
4-Months 9.50 9.70 9.70 9.75 9.66
5-Months 9.50 9.75 9.70 9.80 9.69
6-Months 9.50 9.75 9.70 9.80 9.69
9-Months 9.55 9.80 9.75 9.85 9.74
1-Year 9.60 9.80 9.75 9.85 9.75
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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 9.70 7.50 9.75 8.55
1-Week 9.10 9.75 9.25 9.85 9.49
2-Week 9.40 9.80 9.60 9.90 9.68
1-Month 9.50 9.85 9.70 9.90 9.74
2-Months 9.60 9.85 9.85 9.90 9.80
3-Months 9.65 9.90 9.85 9.95 9.84
4-Months 9.65 9.90 9.85 9.95 9.84
5-Months 9.65 9.90 9.85 9.95 9.84
6-Months 9.65 9.90 9.90 10.00 9.86
9-Months 9.75 10.00 9.90 10.10 9.94
1-Year 9.85 10.15 10.10 10.20 10.08
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 9.80 9.85
0.6-1.0 Years 9.85 9.90
1.1-1.5 Years 10.15 10.20
1.6-2.0 Years 10.20 10.25
2.1-2.5 Years 10.25 10.30
2.6-3.0 Years 10.45 10.50
3.1-3.5 Years 10.80 10.85
3.6-4.0 Years 10.94 10.96
4.1-4.5 Years 10.95 10.98
4.6-5.0 Years 11.00 11.03
5.1-5.5 Years 11.20 11.25
5.6-6.0 Years 11.25 11.30
6.1-6.5 Years 11.35 11.40
6.6-7.0 Years 11.35 11.40
7.1-7.5 Years 11.38 11.42
7.6-8.0 Years 11.45 11.48
8.1-8.5 Years 11.48 11.52
8.6-9.0 Years 11.48 11.54
9.1-9.5 Years 11.49 11.53
9.5-10.0 Years 11.49 11.53
15 Years 11.90 11.95
20 Years 12.00 12.05
30 Years 12.10 12.15
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 9.75 10.00
3 Months 9.90 10.15
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 9.25 9.50
8-15 Days 9.55 9.60
16-30 Days 9.60 9.65
31-60 Days 9.64 9.68
61-90 Days 9.64 9.68
91-120 Days 9.65 9.70
121-180 Days 9.65 9.70
181-270 Days 9.70 9.75
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 95.5 95.7
EUR 123.00 124.00
GBP 153.00 154.00
JPY 1.20 1.22
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