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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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