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Money Market Report

Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (March 18, 2015). DAILY MONEY MARKET COMMENTS: The interbank market initiated at 8.00%-8.25%.Major trading was witnessed within the range of 8.00%-8.10% and closed at the level of 8.10%-8.25%.

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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      8.00      8.25      8.10         8.40         8.19
1-Week         7.95      8.20      8.10         8.30         8.14
2-Week         7.85      8.30      8.10         8.40         8.16
1-Month        7.85      8.35      8.20         8.40         8.20
2-Months       7.90      8.35      8.20         8.40         8.21
3-Months       7.90      8.20      8.15         8.25         8.13
4-Months       7.90      8.20      8.15         8.25         8.13
5-Months       7.90      8.20      8.15         8.30         8.14
6-Months       7.90      8.15      8.10         8.25         8.10
9-Months       7.90      8.15      8.10         8.25         8.10
1-Year         7.90      8.15      8.10         8.25         8.10
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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      8.00      8.30      8.10         8.40         8.20
1-Week         8.00      8.35      8.15         8.40         8.23
2-Week         8.00      8.40      8.15         8.45         8.25
1-Month        8.00      8.40      8.30         8.45         8.29
2-Months       8.00      8.40      8.30         8.45         8.29
3-Months       8.00      8.45      8.30         8.45         8.30
4-Months       8.00      8.40      8.30         8.50         8.30
5-Months       8.00      8.40      8.35         8.50         8.31
6-Months       8.00      8.45      8.35         8.50         8.33
9-Months       8.00      8.45      8.35         8.55         8.34
1-Year         8.00      8.45      8.35         8.55         8.34
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PIB Secondary Market Data
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Maturity         Yield     Range
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0.1-0.5 Years     7.90      7.95
0.6-1.0 Years     7.80      7.85
1.1-1.5 Years     7.75      7.85
1.6-2.0 Years     7.80      7.85
2.1-2.5 Years     7.85      7.90
2.6-3.0 Years     7.90      7.95
3.1-3.5 Years     8.05      8.10
3.6-4.0 Years     8.05      8.10
4.1-4.5 Years     8.12      8.16
4.6-5.0 Years     8.20      8.25
5.1-5.5 Years     8.30      8.35
5.6-6.0 Years     8.75      8.80
6.1-6.5 Years     8.90      8.98
6.6-7.0 Years     8.95      9.00
7.1-7.5 Years     9.00      9.02
7.6-8.0 Years     9.00      9.03
8.1-8.5 Years     9.04      9.08
8.6-9.0 Years     9.04      9.08
9.1-9.5 Years     9.06      9.10
9.5-10.0 Years    9.06      9.10
15 Years         10.00     10.10
20 Years         10.40     10.50
30 Years         10.90     11.00
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Clean Deposit Market
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Tenor            Range   (% p a)
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1 Month           8.35      8.50
3 Months          8.40      8.60
6 Months          8.40      8.70
12 Months         8.50      8.90
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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           8.10     8.15
8-15 Days          8.15     8.20
16-30 Days         8.15     8.20
31-60 Days         8.15     8.20
61-90 Days         8.00     8.05
91-120 Days        7.95     8.00
121-180 Days       7.85     7.90
181-270 Days       7.75     7.80
271-365 Days       7.75     7.80
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Kerb Market FX Rate
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Currency          Bid      Offer
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USD             102.15    102.40
EUR             107.70    107.95
GBP             153.10    153.35
JPY               0.85      0.90
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