Money market report by Khadim Ali Shah Bukhari & Co on Friday (November 27, 2015).
=================================================================
Repo Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 5.90 6.40 6.00 6.50 6.20
1-Week 6.00 6.25 6.00 6.30 6.14
2-Week 6.00 6.30 6.10 6.40 6.20
1-Month 6.00 6.30 6.10 6.40 6.20
2-Months 6.00 6.30 6.15 6.40 6.21
3-Months 6.10 6.40 6.25 6.45 6.30
4-Months 6.15 6.40 6.30 6.45 6.33
5-Months 6.15 6.40 6.30 6.45 6.33
6-Months 6.20 6.40 6.30 6.45 6.34
9-Months 6.25 6.40 6.30 6.45 6.35
1-Year 6.25 6.40 6.30 6.45 6.35
=================================================================
Call Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 5.90 6.40 6.00 6.50 6.20
1-Week 6.00 6.25 6.00 6.30 6.14
2-Week 6.00 6.30 6.10 6.40 6.20
1-Month 6.10 6.30 6.15 6.40 6.24
2-Months 6.15 6.35 6.20 6.45 6.29
3-Months 6.15 6.40 6.30 6.50 6.34
4-Months 6.20 6.45 6.35 6.50 6.38
5-Months 6.20 6.45 6.35 6.50 6.38
6-Months 6.25 6.45 6.35 6.50 6.39
9-Months 6.25 6.45 6.35 6.60 6.41
1-Year 6.25 6.45 6.35 6.60 6.41
=================================================================
================================
PIB Secondary Market Data
--------------------------------
Maturity Yield Range
================================
0.1-0.5 Years 6.48 6.52
0.6-1.0 Years 6.48 6.52
1.1-1.5 Years 6.75 6.80
1.6-2.0 Years 6.70 6.80
2.1-2.5 Years 7.10 7.14
2.6-3.0 Years 7.18 7.22
3.1-3.5 Years 7.30 7.35
3.6-4.0 Years 7.75 7.80
4.1-4.5 Years 8.00 8.10
4.6-5.0 Years 8.23 8.28
5.1-5.5 Years 8.35 8.40
5.6-6.0 Years 8.60 8.65
6.1-6.5 Years 8.80 8.85
6.6-7.0 Years 9.00 9.05
7.1-7.5 Years 9.05 9.15
7.6-8.0 Years 9.20 9.25
8.1-8.5 Years 9.25 9.30
8.6-9.0 Years 9.28 9.34
9.1-9.5 Years 9.32 9.38
9.5-10.0 Years 9.32 9.38
15 Years 10.45 10.50
20 Years 10.60 10.65
30 Years 11.00 11.10
================================
Clean Deposit Market
--------------------------------
Tenor Range (% p a)
================================
1 Month 6.25 6.50
3 Months 6.40 6.60
6 Months 6.40 6.65
12 Months 6.60 6.90
================================
T-Bill Secondary Market Data
================================
3 Months, 6 Months &
================================
12 Months Instruments
================================
Days to Maturity Yield Range %
================================
0-7 Days 6.15 6.25
8-15 Days 6.15 6.25
16-30 Days 6.20 6.30
31-60 Days 6.35 6.40
61-90 Days 6.35 6.40
91-120 Days 6.35 6.40
121-180 Days 6.35 6.42
181-270 Days 6.35 6.43
271-365 Days 6.40 6.45
================================
Kerb Market FX Rate
--------------------------------
Currency Bid Offer
--------------------------------
USD 105.50 105.75
EUR 117.75 118.00
GBP 160.00 160.25
JPY 0.80 0.90
================================