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Print 2014-07-12
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Friday (July 11, 2014).
Money market report by Khadim Ali Shah Bukhari & Co on Friday (July 11, 2014).
DAILY MONEY MARKET COMMENTS: The interbank market initiated within the range of 9.90%-10.00%. SBP conducted OMO for 7 days and injected PRs 106bn@ 9.93% against total participation of PRs 113bn. Major trading was witnessed within the range of 9.50%-9.90% and closed within the levels of 9.50%-9.90%.
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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 9.25 9.90 9.50 10.00 9.66
1-Week 9.75 10.00 9.90 10.10 9.94
2-Week 9.75 9.95 9.90 10.10 9.93
1-Month 9.85 9.95 9.90 10.10 9.95
2-Months 9.90 10.15 10.00 10.20 10.06
3-Months 9.90 10.15 10.00 10.20 10.06
4-Months 9.90 10.25 10.00 10.30 10.11
5-Months 9.90 10.20 10.00 10.30 10.10
6-Months 9.90 10.20 10.00 10.30 10.10
9-Months 9.90 10.20 10.05 10.35 10.13
1-Year 9.90 10.20 10.05 10.35 10.13
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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 9.25 10.00 9.50 10.00 9.69
1-Week 9.75 10.00 9.90 10.25 9.98
2-Week 9.90 10.00 10.00 10.25 10.04
1-Month 9.90 10.00 10.00 10.25 10.04
2-Months 9.90 10.20 10.00 10.25 10.09
3-Months 10.00 10.30 10.10 10.40 10.20
4-Months 10.00 10.30 10.10 10.40 10.20
5-Months 10.00 10.30 10.10 10.40 10.20
6-Months 10.00 10.40 10.15 10.45 10.25
9-Months 10.00 10.45 10.20 10.50 10.29
1-Year 10.00 10.45 10.25 10.50 10.30
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 10.10 10.15
0.6-1.0 Years 10.25 10.30
1.1-1.5 Years 10.75 10.80
1.6-2.0 Years 11.00 11.20
2.1-2.5 Years 12.00 12.03
2.6-3.0 Years 12.26 12.30
3.1-3.5 Years 12.45 12.50
3.6-4.0 Years 12.52 12.58
4.1-4.5 Years 12.55 12.60
4.6-5.0 Years 12.65 12.70
5.1-5.5 Years 12.80 12.85
5.6-6.0 Years 12.80 12.85
6.1-6.5 Years 12.88 12.92
6.6-7.0 Years 12.90 12.94
7.1-7.5 Years 12.90 12.94
7.6-8.0 Years 12.92 13.00
8.1-8.5 Years 13.02 13.06
8.6-9.0 Years 13.02 13.06
9.1-9.5 Years 13.05 13.10
9.5-10.0 Years 13.10 13.14
15 Years 13.20 13.25
20 Years 13.25 13.35
30 Years 13.35 13.45
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 9.90 10.00
3 Months 10.20 10.30
6 Months 10.30 10.40
12 Months 10.40 10.50
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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 9.90 9.95
8-15 Days 9.90 9.95
16-30 Days 9.90 9.94
31-60 Days 9.90 9.93
61-90 Days 9.92 9.94
91-120 Days 9.95 9.97
121-180 Days 9.98 10.01
181-270 Days 10.00 10.04
71-365 Days 10.03 10.06
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Kerb Market FX Rate
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Currency Bid Offer
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USD 98.95 99.20
EUR 134.00 134.25
GBP 169.00 169.25
JPY 0.97 1.02
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