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Print 2014-11-29
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (November 28, 2014).
Money market report by Khadim Ali Shah Bukhari & Co on Friday (November 28, 2014).
DAILY MONEY MARKET COMMENTS: The interbank market initiated within the range of 9.40%-9.75%. SBP conducted OMO for 7 days and injected [email protected]% against the total participation of PRs358bn & 73 days (Out right) T-Bill and mopped up [email protected]% against the total participation PRs102 bn. Major trading was witnessed within the range of 9.40%-9.600% and closed within the range of 9.25%-9.50%.
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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 8.50 9.75 9.50 9.75 9.38
1-Week 9.40 9.75 9.50 9.90 9.64
2-Week 9.40 9.60 9.50 9.75 9.56
1-Month 9.40 9.60 9.50 9.75 9.56
2-Months 9.40 9.60 9.50 9.75 9.56
3-Months 9.40 9.60 9.50 9.75 9.56
4-Months 9.40 9.70 9.50 9.80 9.60
5-Months 9.40 9.75 9.50 9.80 9.61
6-Months 9.40 9.75 9.50 9.80 9.61
9-Months 9.40 9.75 9.50 9.85 9.63
1-Year 9.40 9.75 9.50 9.90 9.64
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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 8.50 9.75 9.50 10.00 9.44
1-Week 9.50 9.75 9.60 10.00 9.71
2-Week 9.40 9.75 9.60 10.00 9.69
1-Month 9.40 9.65 9.60 9.90 9.64
2-Months 9.40 9.75 9.60 9.80 9.64
3-Months 9.40 9.75 9.60 9.85 9.65
4-Months 9.40 9.75 9.60 9.85 9.65
5-Months 9.40 9.75 9.60 9.85 9.65
6-Months 9.50 9.80 9.60 9.90 9.70
9-Months 9.50 9.80 9.60 9.90 9.70
1-Year 9.50 9.90 9.60 10.00 9.75
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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 9.60
0.6-1.0 Years 9.60 9.70
1.1-1.5 Years 10.10 10.15
1.6-2.0 Years 10.00 10.10
2.1-2.5 Years 10.20 10.25
2.6-3.0 Years 10.30 10.35
3.1-3.5 Years 10.40 10.45
3.6-4.0 Years 10.55 10.60
4.1-4.5 Years 10.65 10.70
4.6-5.0 Years 10.75 10.85
5.1-5.5 Years 11.00 11.10
5.6-6.0 Years 11.15 11.20
6.1-6.5 Years 11.20 11.25
6.6-7.0 Years 11.45 11.50
7.1-7.5 Years 11.55 11.60
7.6-8.0 Years 11.55 11.60
8.1-8.5 Years 11.60 11.65
8.6-9.0 Years 11.60 11.65
9.1-9.5 Years 11.65 11.70
9.5-10.0 Years 11.65 11.70
15 Years 12.10 12.20
20 Years 12.25 12.30
30 Years 12.45 12.50
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 9.75 10.00
3 Months 9.75 10.00
6 Months 9.80 10.00
12 Months 9.85 10.10
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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 9.25 9.35
8-15 Days 9.30 9.40
16-30 Days 9.35 9.40
31-60 Days 9.40 9.44
61-90 Days 9.40 9.45
91-120 Days 9.40 9.45
121-180 Days 9.40 9.45
181-270 Days 9.43 9.47
271-365 Days 9.43 9.47
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Kerb Market FX Rate
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Currency Bid Offer
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USD 102.55 102.80
EUR 127.30 127.55
GBP 160.60 160.85
JPY 0.90 1.00
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