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Print 2013-03-02
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (March 01, 2013).
Money market report by Khadim Ali Shah Bukhari & Co on Friday (March 01, 2013).
DAILY MONEY MARKET COMMENTS: The interbank market initiated within the range of 9.00% - 9.25%. SBP conducted OMO and injected Rs 432bn@ 8.90% for 7 days against the total participation of Rs 498bn. After OMO major trading was witnessed within the range of 9.10% - 9.25% and eventually closed within the range of 9.00% - 9.15%.
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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 8.75 9.25 9.00 9.40 9.10
1-Week 8.95 9.10 9.05 9.15 9.06
2-Week 8.95 9.10 9.05 9.15 9.06
1-Month 8.95 9.10 9.05 9.15 9.06
2-Months 9.00 9.10 9.05 9.15 9.08
3-Months 9.00 9.20 9.15 9.25 9.15
4-Months 9.10 9.25 9.20 9.30 9.21
5-Months 9.10 9.25 9.20 9.30 9.21
6-Months 9.10 9.30 9.25 9.35 9.25
9-Months 9.10 9.30 9.25 9.35 9.25
1-Year 9.10 9.30 9.25 9.35 9.25
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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 9.40 9.00 9.45 9.15
1-Week 9.00 9.30 9.20 9.35 9.21
2-Week 9.00 9.30 9.20 9.35 9.21
1-Month 9.10 9.30 9.25 9.35 9.25
2-Months 9.10 9.35 9.25 9.40 9.28
3-Months 9.15 9.35 9.30 9.40 9.30
4-Months 9.15 9.35 9.30 9.40 9.30
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 9.50 9.55
0.6-1.0 Years 9.90 10.00
1.1-1.5 Years 10.25 10.30
1.6-2.0 Years 11.00 11.10
2.1-2.5 Years 11.20 11.25
2.6-3.0 Years 11.25 11.30
3.1-3.5 Years 11.35 11.40
3.6-4.0 Years 11.35 11.40
4.1-4.5 Years 11.45 11.50
4.6-5.0 Years 11.45 11.50
5.1-5.5 Years 11.70 11.75
5.6-6.0 Years 11.80 11.85
6.1-6.5 Years 11.85 11.90
6.6-7.0 Years 11.95 12.00
7.1-7.5 Years 12.10 12.15
7.6-8.0 Years 12.15 12.20
8.1-8.5 Years 12.15 12.20
8.6-9.0 Years 12.15 12.20
9.1-9.5 Years 12.10 12.15
9.5--10.0 Years 12.10 12.15
15 Years 12.25 12.30
20 Years 12.30 12.35
30 Years 12.35 12.40
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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 9.40 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 9.22 9.25
8-15 Days 9.15 9.20
16-30 Days 9.12 9.16
31-60 Days 9.18 9.22
61-90 Days 9.22 9.25
91-120 Days 9.28 9.32
121-180 Days 9.40 9.45
181-270 Days 9.45 9.50
271-365 Days 9.45 9.50
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Kerb Market FX Rate
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Currency Bid Offer
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USD 99 99.25
EUR 130.10 130.55
GBP 151.25 151.50
JPY 1.06 1.09
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