Money Market Report

Money market report by Khadim Ali Shah Bukhari & Co on Monday (October 21, 2019).

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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 13.00 13.20 13.10 13.40 13.18

1-Week 13.25 13.35 13.35 13.40 13.34

2-Week 13.25 13.30 13.40 13.50 13.36

1-Month 13.25 13.30 13.45 13.50 13.38

2-Months 13.25 13.30 13.45 13.50 13.38

3-Months 13.30 13.35 13.50 13.55 13.43

4-Months 13.30 13.35 13.50 13.55 13.43

5-Months 13.35 13.40 13.55 13.60 13.48

6-Months 13.35 13.40 13.55 13.60 13.48

9-Months 13.40 13.45 13.70 13.85 13.60

1-Year 13.40 13.45 13.70 13.85 13.60

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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 13.00 13.20 13.10 13.40 13.18

1-Week 13.25 13.35 13.35 13.40 13.34

2-Week 13.25 13.30 13.40 13.50 13.36

1-Month 13.25 13.30 13.45 13.50 13.38

2-Months 13.25 13.30 13.45 13.50 13.38

3-Months 13.30 13.35 13.50 13.55 13.43

4-Months 13.30 13.35 13.50 13.55 13.43

5-Months 13.35 13.40 13.55 13.60 13.48

6-Months 13.35 13.40 13.55 13.60 13.48

9-Months 13.40 13.45 13.70 13.85 13.60

1-Year 13.40 13.45 13.70 13.85 13.60

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PIB Secondary Market Data

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Maturity Yield Range

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0.1-0.5 Years 13.60 13.70

0.6-1.0 Years 13.50 13.60

1.1-1.5 Years 13.10 13.40

1.6-2.0 Years 12.80 13.10

2.1-2.5 Years 12.60 12.75

2.6-3.0 Years 12.60 12.75

3.1-3.5 Years 12.50 12.65

3.6-4.0 Years 12.50 12.65

4.1-4.5 Years 12.20 12.40

4.6-5.0 Years 12.20 12.40

5.1-5.5 Years 12.15 12.30

5.6-6.0 Years 12.15 12.30

6.1-6.5 Years 12.10 12.25

6.6-7.0 Years 12.10 12.25

7.1-7.5 Years 12.05 12.20

7.6-8.0 Years 12.05 12.20

8.1-8.5 Years 12.00 12.15

8.6-9.0 Years 12.00 12.15

9.1-9.5 Years 11.95 12.10

9.5-10.0 Years 11.95 12.10

15 Years 13.20 13.40

20 Years 13.40 13.60

30 Years 13.60 13.70

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Clean Deposit Market

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Tenor Range (% p a)

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1 Month 13.30 13.85

3 Months 13.50 13.95

6 Months 13.60 14.10

12 Months 13.75 14.30

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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 13.25 13.30

8-15 Days 13.30 13.35

16-30 Days 13.30 13.35

31-60 Days 13.30 13.35

61-90 Days 13.30 13.35

91-120 Days 13.20 13.35

121-180 Days 13.15 13.30

181-270 Days 13.10 13.25

271-365 Days 13.00 13.10

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Kerb Market FX Rate

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Currency Bid Offer

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USD 155.80 156.20

EUR 173.00 175.50

GBP 200.00 202.50

JPY 1.42 1.45

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