Markets
Print 2018-10-12
Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (October 11, 2018).
Money market report by Khadim Ali Shah Bukhari & Co on Thursday (October 11, 2018).
DAILY MONEY MARKET COMMENTS: The interbank market initiated at 8.00%-8.50%. Sbp conducted OMO for 8 days and mopped up Rs.455bn @8.37 against the participation of Rs.495bn. Major trading was witnessed within the range of 8.50%-8.70% and closed at the level of 8.50%-8.60%.
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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 8.00 8.60 8.50 8.75 8.46
1-Week 8.50 8.55 8.55 8.60 8.55
2-Week 8.50 8.55 8.60 8.65 8.58
1-Month 8.55 8.60 8.70 8.75 8.65
2-Months 8.60 8.65 8.70 8.75 8.68
3-Months 8.65 8.70 8.75 8.80 8.73
4-Months 8.65 8.70 8.75 8.80 8.73
5-Months 8.65 8.70 8.85 8.90 8.78
6-Months 8.70 8.75 8.90 9.00 8.84
9-Months 8.75 8.85 9.15 9.25 9.00
1-Year 8.75 8.90 9.25 9.30 9.05
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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 8.00 8.60 8.50 8.75 8.46
1-Week 8.50 8.55 8.55 8.60 8.55
2-Week 8.50 8.55 8.60 8.65 8.58
1-Month 8.55 8.60 8.70 8.75 8.65
2-Months 8.60 8.65 8.70 8.75 8.68
3-Months 8.65 8.70 8.75 8.80 8.73
4-Months 8.65 8.70 8.75 8.80 8.73
5-Months 8.65 8.70 8.85 8.90 8.78
6-Months 8.70 8.75 8.90 9.00 8.84
9-Months 8.75 8.85 9.15 9.25 9.00
1-Year 8.75 8.90 9.25 9.30 9.05
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 8.75 8.90
0.6-1.0 Years 9.15 9.40
1.1-1.5 Years 9.25 9.50
1.6-2.0 Years 9.50 9.80
2.1-2.5 Years 9.80 9.95
2.6-3.0 Years 9.95 10.10
3.1-3.5 Years 10.10 10.20
3.6-4.0 Years 10.20 10.35
4.1-4.5 Years 10.30 10.40
4.6-5.0 Years 10.40 10.50
5.1-5.5 Years 10.45 10.60
5.6-6.0 Years 10.60 10.70
6.1-6.5 Years 10.65 10.75
6.6-7.0 Years 10.75 10.85
7.1-7.5 Years 10.85 10.95
7.6-8.0 Years 10.90 11.00
8.1-8.5 Years 10.95 11.05
8.6-9.0 Years 11.00 11.10
9.1-9.5 Years 11.05 11.15
9.5-10.0 Years 11.10 11.20
15 Years 11.20 11.40
20 Years 11.40 11.75
30 Years 11.85 12.25
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 8.70 8.80
3 Months 8.75 8.90
6 Months 8.85 9.10
12 Months 8.95 9.20
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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 8.40 8.50
8-15 Days 8.35 8.45
16-30 Days 8.40 8.50
31-60 Days 8.45 8.60
61-90 Days 8.60 8.75
91-120 Days 8.70 8.85
121-180 Days 8.75 8.95
181-270 Days 8.85 9.20
271-365 Days 8.95 9.30
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Kerb Market FX Rate
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Currency Bid Offer
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USD 132.00 134.00
EUR 152.50 155.50
GBP 174.00 178.00
JPY 1.17 1.26
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