DAILY MONEY MARKET COMMENTS: The interbank market initiated at 9.75%-9.90%. SBP conducted OMO for one and two days and mopped up Rs.79bn @ 9.83 %and Rs.5bn @9.94% respectivily. Major trading was witnessed within the range of 9.90%-10.25% and closed at the level of 10.00%.
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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 9.75 10.25 9.75 10.30 10.01
1-Week 9.80 9.90 9.95 10.00 9.91
2-Week 9.85 9.90 9.95 10.00 9.93
1-Month 9.90 9.95 9.95 10.00 9.95
2-Months 10.15 10.20 10.30 10.35 10.25
3-Months 10.20 10.25 10.30 10.40 10.29
4-Months 10.25 10.35 10.35 10.45 10.35
5-Months 10.35 10.40 10.35 10.50 10.40
6-Months 10.35 10.40 10.50 10.50 10.44
9-Months 10.40 10.40 10.50 10.55 10.46
1-Year 10.50 10.60 10.70 10.90 10.68
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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 9.75 10.25 9.75 10.30 10.01
1-Week 9.80 9.90 9.95 10.00 9.91
2-Week 9.85 9.90 9.95 10.00 9.93
1-Month 9.90 9.95 9.95 10.00 9.95
2-Months 10.15 10.20 10.30 10.35 10.25
3-Months 10.20 10.25 10.30 10.40 10.29
4-Months 10.25 10.35 10.35 10.45 10.35
5-Months 10.40 10.45 10.40 10.55 10.45
6-Months 10.40 10.45 10.55 10.55 10.49
9-Months 10.45 10.45 10.55 10.60 10.51
1-Year 10.55 10.65 10.75 10.95 10.73
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 10.30 10.50
0.6-1.0 Years 10.50 11.25
1.1-1.5 Years 11.20 11.45
1.6-2.0 Years 11.40 11.65
2.1-2.5 Years 11.50 11.80
2.6-3.0 Years 11.65 12.20
3.1-3.5 Years 12.20 12.30
3.6-4.0 Years 12.30 12.40
4.1-4.5 Years 12.40 12.55
4.6-5.0 Years 12.60 12.70
5.1-5.5 Years 12.65 12.75
5.6-6.0 Years 12.70 12.85
6.1-6.5 Years 12.75 12.85
6.6-7.0 Years 12.80 12.95
7.1-7.5 Years 12.85 12.95
7.6-8.0 Years 12.90 13.05
8.1-8.5 Years 12.95 13.05
8.6-9.0 Years 13.00 13.10
9.1-9.5 Years 13.05 13.15
9.5-10.0 Years 13.10 13.25
15 Years 13.25 13.50
20 Years 13.50 13.75
30 Years 13.70 14.00
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 10.25 10.70
3 Months 10.40 10.90
6 Months 10.55 11.00
12 Months 10.75 11.20
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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 9.70 9.80
8-15 Days 9.80 9.90
16-30 Days 9.90 10.00
31-60 Days 10.14 10.17
61-90 Days 10.25 10.30
91-120 Days 10.30 10.50
121-180 Days 10.45 10.65
181-270 Days 10.55 10.80
271-365 Days 10.75 11.10
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Kerb Market FX Rate
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Currency Bid Offer
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USD 138.70 139.20
EUR 158.10 158.85
GBP 176.10 177.00
JPY 1.27 1.30
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