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Print 2013-07-30
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Monday (July 29, 2013).
Money market report by Khadim Ali Shah Bukhari & Co on Monday (July 29, 2013).
DAILY MONEY MARKET COMMENTS: The interbank market initiated within the range of 8.00%-8.50%. SBP conducted OMO and mopup Rs [email protected]% for 4 days against the total participation of Rs 25bn. After OMO major trading was witnessed at the level of 8.25%-8.50% and closed within the range of 8.75%-8.90%.
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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 7.90 8.75 8.10 8.90 8.41
1-Week 8.25 8.60 8.50 8.75 8.53
2-Week 8.30 8.75 8.70 8.80 8.64
1-Month 8.60 8.75 8.70 8.80 8.71
2-Months 8.70 8.80 8.80 8.85 8.79
3-Months 8.75 8.85 8.85 8.90 8.84
4-Months 8.80 8.85 8.85 8.90 8.85
5-Months 8.85 8.90 8.90 8.95 8.90
6-Months 8.85 8.90 8.90 8.95 8.90
9-Months 8.90 9.00 9.00 9.10 9.00
1-Year 8.90 9.00 9.00 9.15 9.01
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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 7.90 8.75 8.10 8.90 8.41
1-Week 8.40 8.80 8.80 8.90 8.73
2-Week 8.50 8.80 8.75 8.90 8.74
1-Month 8.75 9.00 8.90 9.10 8.94
2-Months 8.90 9.10 8.95 9.15 9.03
3-Months 9.00 9.10 9.10 9.15 9.09
4-Months 9.00 9.15 9.10 9.20 9.11
5-Months 9.00 9.15 9.10 9.20 9.11
6-Months 9.00 9.15 9.10 9.20 9.11
9-Months 9.10 9.25 9.15 9.35 9.21
1-Year 9.15 9.25 9.20 9.35 9.24
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 8.90 9.00
0.6-1.0 Years 9.10 9.15
1.1-1.5 Years 9.40 9.45
1.6-2.0 Years 10.02 10.10
2.1-2.5 Years 10.20 10.25
2.6-3.0 Years 10.45 10.50
3.1-3.5 Years 10.55 10.60
3.6-4.0 Years 10.70 10.75
4.1-4.5 Years 10.95 11.00
4.6-5.0 Years 11.00 11.05
5.1-5.5 Years 11.10 11.15
5.6-6.0 Years 11.20 11.25
6.1-6.5 Years 11.30 11.40
6.6-7.0 Years 11.60 11.65
7.1-7.5 Years 11.65 11.70
7.6-8.0 Years 11.70 11.75
8.1-8.5 Years 11.80 11.85
8.6-9.0 Years 11.75 11.80
9.1-9.5 Years 11.75 11.80
9.5-10.0 Years 11.75 11.80
15 Years 12.20 12.25
20 Years 12.30 12.35
30 Years 12.40 12.45
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 8.90 9.10
3 Months 9.00 9.15
6 Months 9.10 9.25
12 Months 9.25 9.35
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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 8.55 8.60
8-15 Days 8.55 8.60
16-30 Days 8.60 8.65
31-60 Days 8.65 8.70
61-90 Days 8.80 8.82
91-120 Days 8.85 8.90
121-180 Days 8.88 8.90
181-270 Days 9.05 9.10
271-365 Days 9.05 9.12
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Kerb Market FX Rate
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Currency Bid Offer
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USD 104.25 104.5
EUR 136.25 136.50
GBP 158.25 158.50
JPY 1.02 1.06
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