Print
Print 2015-02-28
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (February 27, 2015).
Money market report by Khadim Ali Shah Bukhari & Co on Friday (February 27, 2015).
DAILY MONEY MARKET COMMENTS: The interbank market initiated at 8.00%-8.25%. SBP conducted OMO for 07 days and Injected PRs 715 bn @ 8.00% against the total participation of PRs 726 bn. Major trading was witnessed within the range of 8.10%-8.40% and closed at the level of 8.25%-8.40%.
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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 7.75 8.40 8.00 8.50 8.16
1-Week 7.90 8.30 8.10 8.40 8.18
2-Week 8.00 8.30 8.15 8.40 8.21
1-Month 8.10 8.40 8.25 8.50 8.31
2-Months 8.25 8.50 8.40 8.60 8.44
3-Months 8.25 8.50 8.40 8.70 8.46
4-Months 8.25 8.40 8.40 8.60 8.41
5-Months 8.25 8.40 8.40 8.60 8.41
6-Months 8.20 8.40 8.40 8.60 8.40
9-Months 8.15 8.40 8.35 8.60 8.38
1-Year 8.15 8.40 8.35 8.60 8.38
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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 7.75 8.40 8.00 8.50 8.16
1-Week 8.00 8.40 8.20 8.50 8.28
2-Week 8.10 8.50 8.40 8.60 8.40
1-Month 8.30 8.50 8.40 8.60 8.45
2-Months 8.40 8.50 8.50 8.60 8.50
3-Months 8.40 8.60 8.50 8.75 8.56
4-Months 8.30 8.60 8.40 8.70 8.50
5-Months 8.30 8.60 8.40 8.70 8.50
6-Months 8.30 8.60 8.40 8.70 8.50
9-Months 8.30 8.70 8.40 8.75 8.54
1-Year 8.40 8.70 8.50 8.75 8.59
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 8.30 8.35
0.6-1.0 Years 8.25 8.30
1.1-1.5 Years 8.22 8.26
1.6-2.0 Years 8.22 8.26
2.1-2.5 Years 8.25 8.30
2.6-3.0 Years 8.35 8.40
3.1-3.5 Years 8.55 8.60
3.6-4.0 Years 8.60 8.65
4.1-4.5 Years 8.80 8.85
4.6-5.0 Years 8.82 8.86
5.1-5.5 Years 9.00 9.05
5.6-6.0 Years 9.15 9.20
6.1-6.5 Years 9.30 9.35
6.6-7.0 Years 9.50 9.55
7.1-7.5 Years 9.55 9.60
7.6-8.0 Years 9.55 9.60
8.1-8.5 Years 9.55 9.60
8.6-9.0 Years 9.60 9.65
9.1-9.5 Years 9.60 9.65
9.5-10.0 Years 9.60 9.65
15 Years 10.25 10.40
20 Years 10.60 10.70
30 Years 10.90 11.00
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 8.50 9.00
3 Months 8.75 9.00
6 Months 8.75 9.25
12 Months 8.75 9.25
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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 8.00 8.25
8-15 Days 8.00 8.25
16-30 Days 8.15 8.20
31-60 Days 8.20 8.25
61-90 Days 8.20 8.25
91-120 Days 8.20 8.25
121-180 Days 8.25 8.28
181-270 Days 8.24 8.26
271-365 Days 8.22 8.25
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Kerb Market FX Rate
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Currency Bid Offer
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USD 101.90 102.15
EUR 115.25 115.50
GBP 157.25 157.50
JPY 0.85 0.90
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