Money Market Report

Money market report by Khadim Ali Shah Bukhari & Co on Thursday (November 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 13.20 13.50 13.40 13.70 13.45

1-Week 13.25 13.30 13.30 13.35 13.30

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 13.20 13.50 13.40 13.70 13.45

1-Week 13.25 13.30 13.30 13.35 13.30

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 13.20 13.30

8-15 Days 13.20 13.30

16-30 Days 13.20 13.35

31-60 Days 13.25 13.35

61-90 Days 13.30 13.40

91-120 Days 13.30 13.45

121-180 Days 13.35 13.50

181-270 Days 13.15 13.30

271-365 Days 13.10 13.25

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Kerb Market FX Rate

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Currency Bid Offer

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USD 155.15 155.5

EUR 171.50 173.50

GBP 199.75 202.00

JPY 1.40 1.43

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