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Print 2013-02-09
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (February 08, 2013).
Money market report by Khadim Ali Shah Bukhari & Co on Friday (February 08, 2013).
DAILY MONEY MARKET COMMENTS: The interbank market initiated within the range of 8.75% - 9.00%. SBP conducted OMO and injected Rs [email protected]% (pro-rata) for 7 days against the total participation of Rs 619bn. After OMO, major trading was witnessed within the range of 8.90% - 9.10% and closed within the range of 8.75% - 8.85%.
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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 8.70 9.10 8.75 9.20 8.94
1-Week 8.75 9.05 9.00 9.10 8.98
2-Week 8.80 9.00 9.00 9.05 8.96
1-Month 8.80 9.00 9.00 9.10 8.98
2-Months 8.90 9.05 9.05 9.10 9.03
3-Months 8.95 9.05 9.05 9.10 9.04
4-Months 8.95 9.05 9.05 9.10 9.04
5-Months 9.00 9.10 9.10 9.15 9.09
6-Months 9.00 9.15 9.15 9.20 9.13
9-Months 9.10 9.20 9.15 9.25 9.18
1-Year 9.10 9.20 9.15 9.25 9.18
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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 8.75 9.10 8.90 9.20 8.99
1-Week 8.90 9.30 9.25 9.35 9.20
2-Week 9.00 9.25 9.15 9.30 9.18
1-Month 9.05 9.25 9.15 9.30 9.19
2-Months 9.10 9.25 9.20 9.30 9.21
3-Months 9.10 9.35 9.25 9.40 9.28
4-Months 9.10 9.35 9.30 9.40 9.29
5-Months 9.15 9.40 9.35 9.45 9.34
6-Months 9.20 9.40 9.35 9.45 9.35
9-Months 9.20 9.45 9.40 9.50 9.39
1-Year 9.25 9.50 9.40 9.60 9.44
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 9.25 9.30
0.6-1.0 Years 9.30 9.35
1.1-1.5 Years 9.75 9.80
1.6-2.0 Years 9.75 9.80
2.1-2.5 Years 10.52 10.56
2.6-3.0 Years 10.52 10.56
3.1-3.5 Years 10.95 11.00
3.6-4.0 Years 10.98 11.02
4.1-4.5 Years 11.00 11.05
4.6-5.0 Years 11.00 11.05
5.1-5.5 Years 11.20 11.25
5.6-6.0 Years 11.30 11.35
6.1-6.5 Years 11.40 11.45
6.6-7.0 Years 11.45 11.50
7.1-7.5 Years 11.50 11.55
7.6-8.0 Years 11.60 11.65
8.1-8.5 Years 11.70 11.75
8.6-9.0 Years 11.75 11.80
9.1-9.5 Years 11.80 11.85
9.5--10.0 Years 11.80 11.85
15 Years 12.20 12.25
20 Years 12.25 12.30
30 Years 12.30 12.35
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 9.25 9.40
3 Months 9.30 9.50
6 Months 9.50 9.75
12 Months 9.50 9.80
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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 8.90 8.95
8-15 Days 8.95 9.00
16-30 Days 9.00 9.03
31-60 Days 9.03 9.05
61-90 Days 9.05 9.07
91-120 Days 9.10 9.12
121-180 Days 9.13 9.14
181-270 Days 9.18 9.20
271-365 Days 9.20 9.23
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Kerb Market FX Rate
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Currency Bid Offer
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USD 99.4 99.7
EUR 135.00 136.00
GBP 156.00 157.00
JPY 1.08 1.12
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