Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (October 31, 2019).
DAILY MONEY MARKET COMMENTS: The interbank market initiated at 12.00%-13.00%. SBP conducted OMO for one day and mop up Rs.25 bn @13.19%. Major trading was witnessed within the range of 12.75-13.25% and closed at the level of 13.15%-13.25%.
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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 12.00 13.30 13.00 13.40 12.93
1-Week 13.25 13.30 13.30 13.35 13.30
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
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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 12.00 13.30 13.00 13.40 12.93
1-Week 13.25 13.30 13.30 13.35 13.30
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
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PIB Secondary Market Data
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Maturity Yield Range
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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
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 13.30 13.85
3 Months 13.50 13.95
6 Months 13.60 14.10
12 Months 13.75 14.30
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T-Bill Secondary Market Data
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3 Months, 6 Months &
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12 Months Instruments
Days to Maturity Yield Range %
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0-7 Days 12.90 13.00
8-15 Days 13.00 13.10
16-30 Days 13.05 13.10
31-60 Days 13.10 13.20
61-90 Days 13.10 13.20
91-120 Days 13.10 13.20
121-180 Days 13.15 13.25
181-270 Days 12.80 13.00
271-365 Days 12.75 12.90
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Kerb Market FX Rate
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Currency Bid Offer
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USD 155.50 155.90
EUR 172.50 174.50
GBP 199.75 202.00
JPY 1.42 1.45
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