Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (October 08, 2019).
DAILY MONEY MARKET COMMENTS: The interbank market initiated at 13.30%-13.50%. SBP conducted OMO for one week and injected Rs.97 bn @ 13.29%. Major trading was witnessed within the range of 13.30%-13.50% and closed at the level of 13.30%-13.40%.
=================================================================
Repo Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 13.30 13.50 13.40 13.50 13.43
1-Week 13.25 13.35 13.35 13.40 13.34
2-Week 13.25 13.30 13.40 13.50 13.36
1-Month 13.25 13.30 13.45 13.50 13.38
2-Months 13.25 13.30 13.45 13.50 13.38
3-Months 13.30 13.35 13.50 13.55 13.43
4-Months 13.30 13.35 13.50 13.55 13.43
5-Months 13.35 13.40 13.55 13.60 13.48
6-Months 13.35 13.40 13.55 13.60 13.48
9-Months 13.40 13.45 13.70 13.85 13.60
1-Year 13.40 13.45 13.70 13.85 13.60
=================================================================
Call Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 13.30 13.50 13.40 13.50 13.43
1-Week 13.25 13.35 13.35 13.40 `
2-Week 13.25 13.30 13.40 13.50 13.36
1-Month 13.25 13.30 13.45 13.50 13.38
2-Months 13.25 13.30 13.45 13.50 13.38
3-Months 13.30 13.35 13.50 13.55 13.43
4-Months 13.30 13.35 13.50 13.55 13.43
5-Months 13.35 13.40 13.55 13.60 13.48
6-Months 13.35 13.40 13.55 13.60 13.48
9-Months 13.40 13.45 13.70 13.85 13.60
1-Year 13.40 13.45 13.70 13.85 13.60
=================================================================
================================
PIB Secondary Market Data
--------------------------------
Maturity Yield Range
================================
0.1-0.5 Years 13.60 13.70
0.6-1.0 Years 13.50 13.60
1.1-1.5 Years 13.10 13.40
1.6-2.0 Years 12.80 13.10
2.1-2.5 Years 12.60 12.75
2.6-3.0 Years 12.60 12.75
3.1-3.5 Years 12.50 12.65
3.6-4.0 Years 12.50 12.65
4.1-4.5 Years 12.20 12.40
4.6-5.0 Years 12.20 12.40
5.1-5.5 Years 12.15 12.30
5.6-6.0 Years 12.15 12.30
6.1-6.5 Years 12.10 12.25
6.6-7.0 Years 12.10 12.25
7.1-7.5 Years 12.05 12.20
7.6-8.0 Years 12.05 12.20
8.1-8.5 Years 12.00 12.15
8.6-9.0 Years 12.00 12.15
9.1-9.5 Years 11.95 12.10
9.5-10.0 Years 11.95 12.10
15 Years 13.20 13.40
20 Years 13.40 13.60
30 Years 13.60 13.70
================================
Clean Deposit Market
--------------------------------
Tenor Range (% p a)
================================
1 Month 13.30 13.85
3 Months 13.50 13.95
6 Months 13.60 14.10
12 Months 13.75 14.30
================================
T-Bill Secondary Market Data
================================
3 Months, 6 Months &
================================
12 Months Instruments
Days to Maturity Yield Range %
================================
0-7 Days 13.65 13.70
8-15 Days 13.60 13.65
16-30 Days 13.60 13.70
31-60 Days 13.60 13.70
61-90 Days 13.70 13.75
91-120 Days 13.70 13.75
121-180 Days 13.75 13.80
181-270 Days 13.60 13.70
271-365 Days 13.50 13.60
================================
Kerb Market FX Rate
--------------------------------
Currency Bid Offer
--------------------------------
USD 156.30 156.90
EUR 171.50 174.00
GBP 192.00 195.00
JPY 1.44 1.47
================================
Comments
Comments are closed.