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Print 2014-10-04
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (October 03, 2014).
Money market report by Khadim Ali Shah Bukhari & Co on Friday (October 03, 2014).
DAILY MONEY MARKET COMMENTS: The interbank market initiated within the range of 9.75%-10.00%. SBP conducted OMO for 07 days and injected [email protected]% against the total participation of PRs25.3bn. Major trading was witnessed within the range of 9.90%-10.00% and closed within the same range.
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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 9.75 10.00 9.90 10.10 9.94
1-Week 9.85 9.95 9.90 10.00 9.93
2-Week 9.85 9.95 9.90 10.00 9.93
1-Month 9.90 10.15 10.00 10.20 10.06
2-Months 9.90 10.15 10.00 10.20 10.06
3-Months 9.90 10.15 10.00 10.20 10.06
4-Months 9.90 10.20 10.00 10.30 10.10
5-Months 9.90 10.20 10.00 10.30 10.10
6-Months 9.90 10.20 10.00 10.30 10.10
9-Months 9.90 10.20 10.05 10.35 10.13
1-Year 9.90 10.20 10.05 10.35 10.13
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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 9.75 10.00 9.90 10.10 9.94
1-Week 9.90 10.00 10.00 10.10 10.00
2-Week 9.90 10.00 10.00 10.10 10.00
1-Month 9.90 10.25 10.10 10.30 10.14
2-Months 10.00 10.25 10.10 10.30 10.16
3-Months 10.00 10.25 10.10 10.40 10.19
4-Months 10.00 10.30 10.10 10.40 10.20
5-Months 10.00 10.30 10.10 10.40 10.20
6-Months 10.00 10.40 10.15 10.45 10.25
9-Months 10.00 10.45 10.20 10.50 10.29
1-Year 10.00 10.45 10.25 10.50 10.30
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 10.00 10.15
0.6-1.0 Years 10.60 10.70
1.1-1.5 Years 11.25 11.30
1.6-2.0 Years 11.68 11.72
2.1-2.5 Years 12.25 12.30
2.6-3.0 Years 12.38 12.43
3.1-3.5 Years 12.60 12.64
3.6-4.0 Years 12.65 12.70
4.1-4.5 Years 12.85 12.90
4.6-5.0 Years 12.85 12.90
5.1-5.5 Years 12.95 13.00
5.6-6.0 Years 13.00 13.05
6.1-6.5 Years 13.05 13.10
6.6-7.0 Years 13.15 13.20
7.1-7.5 Years 13.20 13.25
7.6-8.0 Years 13.20 13.25
8.1-8.5 Years 13.25 13.30
8.6-9.0 Years 13.32 13.36
9.1-9.5 Years 13.35 13.40
9.5-10.0 Years 13.35 13.40
15 Years 13.50 13.55
20 Years 13.55 13.60
30 Years 13.60 13.65
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 10.25 10.50
3 Months 10.25 10.50
6 Months 10.35 10.50
12 Months 10.40 10.50
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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 9.95 9.98
8-15 Days 9.95 9.98
16-30 Days 9.94 9.98
31-60 Days 9.96 9.99
61-90 Days 9.97 10.00
91-120 Days 9.97 10.00
121-180 Days 10.00 10.05
181-270 Days 10.00 10.10
271-365 Days 10.05 10.10
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Kerb Market FX Rate
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Currency Bid Offer
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USD 102.40 102.60
EUR 131.00 131.25
GBP 167.00 167.40
JPY 0.90 1.00
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