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Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (March 22, 2017).

DAILY MONEY MARKET COMMENTS: SBP conducted OMO for two days and injected PKR 55 billion @ 5.86% against the total participation of PKR87billion. The interbank market initiated at 5.85%-6.10%. Major trading was witnessed within the range of 5.85%-5.95% and closed at the level of 6.10%-6.25%.





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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 5.85 6.25 5.85 6.25 6.05

1-Week 5.80 5.83 5.84 5.90 5.84

2-Week 5.85 5.90 5.95 6.00 5.93

1-Month 5.80 5.85 5.80 5.90 5.84

2-Months 5.80 5.85 5.80 5.90 5.84

3-Months 5.80 5.85 5.85 5.90 5.85

4-Months 5.80 5.85 5.85 5.90 5.85

5-Months 5.85 5.90 5.85 5.95 5.89

6-Months 5.85 5.90 5.90 5.95 5.90

9-Months 5.85 5.90 5.90 5.95 5.90

1-Year 5.85 5.90 5.90 5.95 5.90

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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 5.90 6.25 5.95 6.25 6.09

1-Week 5.80 5.85 5.85 5.95 5.86

2-Week 5.80 5.90 5.85 5.95 5.88

1-Month 5.80 5.90 5.90 6.00 5.90

2-Months 5.80 5.90 5.90 6.00 5.90

3-Months 5.80 5.90 5.90 6.00 5.90

4-Months 5.85 5.90 5.90 6.00 5.91

5-Months 5.85 5.90 5.90 6.00 5.91

6-Months 5.85 5.90 5.90 6.00 5.91

9-Months 5.85 5.90 5.90 6.00 5.91

1-Year 5.85 5.90 5.90 6.00 5.91

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PIB Secondary Market Data

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Maturity Yield Range

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0.1-0.5 Years 5.88 5.90

0.6-1.0 Years 5.92 5.94

1.1-1.5 Years 5.97 5.99

1.6-2.0 Years 6.10 6.15

2.1-2.5 Years 6.20 6.22

2.6-3.0 Years 6.40 6.42

3.1-3.5 Years 6.45 6.54

3.6-4.0 Years 6.45 6.54

4.1-4.5 Years 6.70 6.80

4.6-5.0 Years 6.97 6.98

5.1-5.5 Years 7.05 7.10

5.6-6.0 Years 7.10 7.15

6.1-6.5 Years 7.20 7.22

6.6-7.0 Years 7.35 7.40

7.1-7.5 Years 7.65 7.70

7.6-8.0 Years 7.75 7.80

8.1-8.5 Years 7.80 7.90

8.6-9.0 Years 7.85 7.95

9.1-9.5 Years 7.90 8.00

9.5-10.0 Years 8.00 8.10

15 Years 9.50 10.00

20 Years 10.00 10.25

30 Years 10.50 10.75

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Clean Deposit Market

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Tenor Range (% p a)

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1 Month 6.05 6.25

3 Months 6.15 6.25

6 Months 6.15 6.30

12 Months 6.25 6.40

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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 5.85 5.90

8-15 Days 5.85 5.90

16-30 Days 5.89 5.92

31-60 Days 5.90 5.92

61-90 Days 5.93 5.94

91-120 Days 5.92 5.95

121-180 Days 5.96 5.98

181-270 Days 5.96 6.00

271-365 Days 5.97 6.00

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Kerb Market FX Rate

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Currency Bid Offer

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USD 106.50 106.90

EUR 114.00 115.00

GBP 131.70 132.30

JPY 0.93 0.98

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Copyright Business Recorder, 2017


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