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Print 2013-03-27
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (March 26, 2013).
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (March 26, 2013).
DAILY MONEY MARKET COMMENTS: The interbank market initiated at the top level of 9.40%. Market remained unchanged throughout the day, where major trading and closing was witnessed at the top level of 9.40%. We are expecting discounting from SBP at day end.
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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 9.40 9.40 9.40 9.45 9.41
1-Week 9.15 9.40 9.40 9.45 9.35
2-Week 9.10 9.20 9.25 9.30 9.21
1-Month 9.10 9.20 9.20 9.25 9.19
2-Months 9.10 9.20 9.20 9.25 9.19
3-Months 9.10 9.25 9.25 9.30 9.23
4-Months 9.10 9.25 9.25 9.30 9.23
5-Months 9.10 9.25 9.25 9.30 9.23
6-Months 9.10 9.30 9.25 9.35 9.25
9-Months 9.15 9.35 9.30 9.40 9.30
1-Year 9.15 9.35 9.35 9.40 9.31
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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 9.40 9.40 9.40 9.45 9.41
1-Week 9.20 9.45 9.40 9.50 9.39
2-Week 9.20 9.45 9.40 9.50 9.39
1-Month 9.15 9.35 9.25 9.40 9.29
2-Months 9.15 9.35 9.25 9.40 9.29
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 9.55 9.50
0.6-1.0 Years 10.00 10.05
1.1-1.5 Years 10.10 10.15
1.6-2.0 Years 10.80 10.85
2.1-2.5 Years 10.85 10.90
2.6-3.0 Years 10.90 10.95
3.1-3.5 Years 11.25 11.28
3.6-4.0 Years 11.26 11.30
4.1-4.5 Years 11.40 11.45
4.6-5.0 Years 11.40 11.45
5.1-5.5 Years 11.60 11.65
5.6-6.0 Years 11.75 11.80
6.1-6.5 Years 11.85 11.90
6.6-7.0 Years 11.90 11.95
7.1-7.5 Years 11.90 11.95
7.6-8.0 Years 11.95 11.98
8.1-8.5 Years 11.95 11.98
8.6-9.0 Years 11.90 11.95
9.1-9.5 Years 11.88 11.92
9.5-10.0 Years 11.88 11.92
15 Years 12.45 12.50
20 Years 12.50 12.55
30 Years 12.60 12.65
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 9.50 9.60
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 9.30 9.35
8-15 Days 9.25 9.30
16-30 Days 9.26 9.30
31-60 Days 9.28 9.32
61-90 Days 9.34 9.37
91-120 Days 9.38 9.40
121-180 Days 9.38 9.42
181-270 Days 9.38 9.42
271-365 Days 9.42 9.46
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Kerb Market FX Rate
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Currency Bid Offer
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USD 99.6 99.85
EUR 128.75 129.00
GBP 150.70 150.95
JPY 1.05 1.09
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