Markets
Print 2015-05-23
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (May 22, 2015).
Money market report by Khadim Ali Shah Bukhari & Co on Friday (May 22, 2015).
DAILY MONEY MARKET COMMENTS: The interbank market initiated at 7.50%-7.90%. SBP conducted OMO for 7 days and injected PRs [email protected]% against the participation of PRs 601 bn. Major trading was witnessed within the range of 7.50%-8.00% and closed within the levels of 8.00%-8.10%.
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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 7.50 8.00 7.90 8.25 7.91
1-Week 7.40 7.60 7.45 7.70 7.54
2-Week 6.90 7.25 7.10 7.50 7.19
1-Month 6.90 7.25 7.10 7.40 7.16
2-Months 6.85 7.25 7.25 7.40 7.19
3-Months 6.85 7.25 7.10 7.40 7.15
4-Months 6.85 7.25 7.00 7.35 7.11
5-Months 6.85 7.20 7.00 7.30 7.09
6-Months 6.90 7.20 7.00 7.30 7.10
9-Months 6.90 7.20 7.00 7.30 7.10
1-Year 6.90 7.20 7.00 7.30 7.10
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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 7.50 8.00 7.90 8.25 7.91
1-Week 7.40 7.70 7.50 7.75 7.59
2-Week 7.00 7.30 7.25 7.60 7.29
1-Month 7.00 7.30 7.25 7.50 7.26
2-Months 7.00 7.35 7.25 7.50 7.28
3-Months 7.10 7.35 7.20 7.50 7.29
4-Months 7.10 7.30 7.20 7.50 7.28
5-Months 7.10 7.30 7.20 7.40 7.25
6-Months 7.15 7.30 7.20 7.40 7.26
9-Months 7.15 7.35 7.25 7.50 7.31
1-Year 7.15 7.35 7.25 7.50 7.31
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 7.05 7.10
0.6-1.0 Years 7.00 7.15
1.1-1.5 Years 7.10 7.15
1.6-2.0 Years 7.25 7.30
2.1-2.5 Years 7.30 7.35
2.6-3.0 Years 7.42 7.45
3.1-3.5 Years 7.50 7.55
3.6-4.0 Years 7.85 7.95
4.1-4.5 Years 7.90 7.95
4.6-5.0 Years 7.95 8.05
5.1-5.5 Years 8.00 8.10
5.6-6.0 Years 8.15 8.20
6.1-6.5 Years 8.70 8.75
6.6-7.0 Years 8.75 8.80
7.1-7.5 Years 8.80 8.85
7.6-8.0 Years 8.80 8.85
8.1-8.5 Years 9.10 9.15
8.6-9.0 Years 9.20 9.24
9.1-9.5 Years 9.17 9.20
9.5-10.0 Years 9.17 9.20
15 Years 10.00 10.10
20 Years 10.20 10.25
30 Years 10.70 10.80
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 7.25 7.75
3 Months 7.25 7.75
6 Months 7.25 7.70
12 Months 7.30 7.70
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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 7.40 7.60
8-15 Days 7.30 7.40
16-30 Days 7.25 7.30
31-60 Days 7.10 7.20
61-90 Days 6.95 7.00
91-120 Days 6.90 7.00
121-180 Days 7.00 7.10
181-270 Days 6.95 7.05
271-365 Days 6.95 7.05
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Kerb Market FX Rate
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Currency Bid Offer
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USD 103.00 103.20
EUR 114.30 114.60
GBP 159.75 160.00
JPY 0.85 0.90
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