Print
Print 2015-01-10
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (January 09, 2015).
Money market report by Khadim Ali Shah Bukhari & Co on Friday (January 09, 2015).
DAILY MONEY MARKET COMMENTS: The interbank market initiated within the range of 9.25%-9.50%. SBP conducted OMO for 10 days and injected [email protected]% against the total participation of PRs698bn. Major trading was witnessed within the range of 9.10%-9.40% and closed within the range of 9.00%-9.40%.
=================================================================
Repo Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 8.00 9.40 8.50 9.50 8.85
1-Week 9.00 9.75 9.40 10.00 9.54
2-Week 9.40 9.75 9.60 10.00 9.69
1-Month 9.40 9.60 9.50 9.75 9.56
2-Months 9.35 9.40 9.40 9.50 9.41
3-Months 9.30 9.45 9.40 9.50 9.41
4-Months 9.25 9.45 9.45 9.60 9.44
5-Months 9.20 9.45 9.45 9.60 9.43
6-Months 9.15 9.40 9.35 9.50 9.35
9-Months 9.15 9.40 9.30 9.50 9.34
1-Year 9.10 9.40 9.30 9.50 9.33
=================================================================
Call Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 8.00 9.50 8.50 9.60 8.90
1-Week 9.00 9.75 9.40 10.00 9.54
2-Week 9.50 9.75 9.60 10.00 9.71
1-Month 9.40 9.50 9.50 10.00 9.60
2-Months 9.40 9.50 9.50 9.60 9.50
3-Months 9.40 9.60 9.60 9.70 9.58
4-Months 9.35 9.65 9.50 9.75 9.56
5-Months 9.35 9.65 9.50 9.75 9.56
6-Months 9.35 9.65 9.50 9.75 9.56
9-Months 9.30 9.70 9.40 9.80 9.55
1-Year 9.30 9.70 9.40 9.80 9.55
=================================================================
================================
PIB Secondary Market Data
--------------------------------
Maturity Yield Range
================================
0.1-0.5 Years 9.35 9.40
0.6-1.0 Years 9.25 9.30
1.1-1.5 Years 9.10 9.15
1.6-2.0 Years 9.10 9.15
2.1-2.5 Years 9.20 9.25
2.6-3.0 Years 9.20 9.25
3.1-3.5 Years 9.35 9.40
3.6-4.0 Years 9.45 9.50
4.1-4.5 Years 9.45 9.50
4.6-5.0 Years 9.50 9.52
5.1-5.5 Years 9.75 9.85
5.6-6.0 Years 10.00 10.05
6.1-6.5 Years 10.00 10.05
6.6-7.0 Years 10.15 10.20
7.1-7.5 Years 10.15 10.20
7.6-8.0 Years 10.20 10.25
8.1-8.5 Years 10.20 10.25
8.6-9.0 Years 10.25 10.30
9.1-9.5 Years 10.25 10.30
9.5-10.0 Years 10.25 10.30
15 Years 11.10 11.20
20 Years 11.40 11.45
30 Years 11.60 11.75
================================
Clean Deposit Market
--------------------------------
Tenor Range (% p a)
================================
1 Month 9.50 9.75
3 Months 9.40 9.60
6 Months 9.50 9.75
12 Months 9.50 9.75
================================
T-Bill Secondary Market Data
================================
3 Months, 6 Months &
================================
12 Months Instruments
================================
Days to Maturity Yield Range %
================================
0-7 Days 9.25 9.50
8-15 Days 9.30 9.40
16-30 Days 9.30 9.35
31-60 Days 9.00 9.25
61-90 Days 9.00 9.10
91-120 Days 8.75 8.90
121-180 Days 8.70 8.80
181-270 Days 8.70 8.85
271-365 Days 8.70 8.85
================================
Kerb Market FX Rate
--------------------------------
Currency Bid Offer
--------------------------------
USD 100.90 101.15
EUR 120.20 120.45
GBP 153.50 153.75
JPY 0.80 1.00
================================
Comments
Comments are closed.