Money Market Report
Money market report by Khadim Ali Shah Bukhari & Co on Monday (November 21, 2016).
=================================================================
Repo Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 5.70 5.80 5.75 6.00 5.81
1-Week 5.70 5.80 5.75 5.85 5.78
2-Week 5.75 5.80 5.80 5.85 5.80
1-Month 5.75 5.80 5.80 5.90 5.81
2-Months 5.75 5.85 5.80 5.90 5.83
3-Months 5.75 5.85 5.85 5.90 5.84
4-Months 5.75 5.85 5.85 5.90 5.84
5-Months 5.75 5.85 5.85 5.95 5.85
6-Months 5.75 5.85 5.85 5.95 5.85
9-Months 5.75 5.85 5.85 5.95 5.85
1-Year 5.75 5.85 5.85 5.95 5.85
=================================================================
Call Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 5.70 5.80 5.75 6.00 5.81
1-Week 5.75 5.80 5.80 5.85 5.80
2-Week 5.75 5.80 5.80 5.90 5.81
1-Month 5.80 5.85 5.85 5.90 5.85
2-Months 5.80 5.90 5.85 6.00 5.89
3-Months 5.80 5.90 5.85 6.00 5.89
4-Months 5.80 5.90 5.85 6.00 5.89
5-Months 5.80 5.90 5.85 6.00 5.89
6-Months 5.80 5.90 5.85 6.00 5.89
9-Months 5.80 5.90 5.85 6.00 5.89
1-Year 5.80 5.90 5.85 6.00 5.89
=================================================================
================================
PIB Secondary Market Data
--------------------------------
Maturity Yield Range
================================
0.1-0.5 Years 5.90 5.95
0.6-1.0 Years 5.95 6.00
1.1-1.5 Years 6.00 6.05
1.6-2.0 Years 6.05 6.10
2.1-2.5 Years 6.20 6.22
2.6-3.0 Years 6.24 6.27
3.1-3.5 Years 6.35 6.40
3.6-4.0 Years 5.56 6.58
4.1-4.5 Years 6.72 6.75
4.6-5.0 Years 6.83 6.86
5.1-5.5 Years 7.00 7.05
5.6-6.0 Years 7.05 7.09
6.1-6.5 Years 7.10 7.15
6.6-7.0 Years 7.40 7.50
7.1-7.5 Years 7.50 7.60
7.6-8.0 Years 7.70 7.75
8.1-8.5 Years 7.75 7.85
8.6-9.0 Years 7.80 7.90
9.1-9.5 Years 7.88 7.93
9.5-10.0 Years 7.95 8.00
15 Years 10.10 10.15
20 Years 10.40 10.50
30 Years 10.50 11.00
================================
Clean Deposit Market
--------------------------------
Tenure Range (% p a)
================================
1 Month 6.05 6.25
3 Months 6.15 6.25
6 Months 6.15 6.30
12 Months 6.25 6.40
================================
T-Bill Secondary Market Data
================================
3 Months, 6 Months &
================================
12 Months Instruments
================================
Days to Maturity Yield Range %
================================
0-7 Days 5.80 5.83
8-15 Days 5.85 5.92
16-30 Days 5.85 5.92
31-60 Days 5.88 5.93
61-90 Days 5.91 5.93
91-120 Days 5.91 5.93
121-180 Days 5.91 5.94
181-270 Days 5.92 5.95
271-365 Days 5.92 5.95
================================
Kerb Market FX Rate
--------------------------------
Currency Bid Offer
--------------------------------
USD 106.40 107.2
EUR 113.50 114.50
GBP 132.50 133.50
JPY 0.97 1.00
================================