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Print 2014-11-01
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (October 31, 2014).
Money market report by Khadim Ali Shah Bukhari & Co on Friday (October 31, 2014).
DAILY MONEY MARKET COMMENTS: The interbank outright forex market initiated in the band of PkR103.00-PkR103.05. The market recorded a high of PkR103.00 and low of PkR102.82 and closed at PkR102.88. Overnight swap was at PkR0.1200. 1 Week swap was quoted between PkR0.1200-0.1400, 1month between PKR0.3200-0.3400 and 3 & 6 months between PkR0.8500-0.8700 and PkR1.8600-1.8800 respectively.
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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 8.25 10.00 8.50 10.10 9.21
1-Week 8.50 10.10 8.75 10.15 9.38
2-Week 9.50 10.00 9.90 10.15 9.89
1-Month 9.90 10.00 10.00 10.10 10.00
2-Months 9.90 10.00 10.00 10.10 10.00
3-Months 9.90 10.10 10.00 10.15 10.04
4-Months 9.90 10.15 10.00 10.25 10.08
5-Months 9.90 10.15 10.00 10.25 10.08
6-Months 9.90 10.20 10.00 10.25 10.09
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 8.25 10.10 8.50 10.20 9.26
1-Week 8.50 10.10 9.00 10.15 9.44
2-Week 9.75 10.20 10.00 10.25 10.05
1-Month 9.90 10.25 10.00 10.25 10.10
2-Months 10.00 10.20 10.10 10.25 10.14
3-Months 10.00 10.25 10.10 10.30 10.16
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 10.10
0.6-1.0 Years 10.10 10.15
1.1-1.5 Years 10.90 11.00
1.6-2.0 Years 11.15 11.20
2.1-2.5 Years 11.20 11.25
2.6-3.0 Years 11.30 11.35
3.1-3.5 Years 11.30 11.35
3.6-4.0 Years 11.35 11.40
4.1-4.5 Years 11.45 11.50
4.6-5.0 Years 11.50 11.60
5.1-5.5 Years 11.80 11.85
5.6-6.0 Years 12.00 12.05
6.1-6.5 Years 12.05 12.10
6.6-7.0 Years 12.10 12.15
7.1-7.5 Years 12.15 12.20
7.6-8.0 Years 12.25 12.30
8.1-8.5 Years 12.30 12.35
8.6-9.0 Years 12.35 12.40
9.1-9.5 Years 12.35 12.40
9.5-10.0 Years 12.35 12.40
15 Years 12.90 13.00
20 Years 13.00 13.10
30 Years 13.10 13.15
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 10.00 10.15
3 Months 10.20 10.40
6 Months 10.30 10.45
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 9.90 9.93
8-15 Days 9.90 9.93
16-30 Days 9.90 9.93
31-60 Days 9.90 9.93
61-90 Days 9.90 9.93
91-120 Days 9.90 9.93
121-180 Days 9.90 9.92
181-270 Days 9.92 9.94
271-365 Days 9.92 9.95
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Kerb Market FX Rate
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Currency Bid Offer
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USD 103.00 103.20
EUR 129.80 130.10
GBP 164.80 165.20
JPY 0.90 1.00
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