Money market report by Khadim Ali Shah Bukhari & Co on Friday (July 18, 2014).
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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 7.50 9.75 7.75 10.00 8.75
1-Week 9.90 10.00 9.95 10.00 9.96
2-Week 9.90 10.00 9.95 10.10 9.99
1-Month 9.90 9.95 9.95 10.00 9.95
2-Months 9.90 9.95 10.00 10.15 10.00
3-Months 9.90 10.10 10.00 10.20 10.05
4-Months 9.90 10.20 10.00 10.30 10.10
5-Months 9.90 10.20 10.00 10.30 10.10
6-Months 9.90 10.20 10.00 10.30 10.10
9-Months 9.90 10.20 10.05 10.35 10.13
1-Year 9.90 10.20 10.05 10.35 10.13
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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 7.75 9.90 8.00 10.00 8.91
1-Week 9.95 10.00 10.00 10.10 10.01
2-Week 9.95 10.00 10.00 10.15 10.03
1-Month 9.95 10.10 10.00 10.15 10.05
2-Months 9.95 10.20 10.00 10.25 10.10
3-Months 10.00 10.25 10.10 10.40 10.19
4-Months 10.00 10.30 10.10 10.40 10.20
5-Months 10.00 10.30 10.10 10.40 10.20
6-Months 10.00 10.40 10.15 10.45 10.25
9-Months 10.00 10.45 10.20 10.50 10.29
1-Year 10.00 10.45 10.25 10.50 10.30
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 10.10 10.15
0.6-1.0 Years 10.25 10.30
1.1-1.5 Years 10.75 10.80
1.6-2.0 Years 11.00 11.20
2.1-2.5 Years 11.98 12.00
2.6-3.0 Years 12.28 12.32
3.1-3.5 Years 12.45 12.50
3.6-4.0 Years 12.55 12.60
4.1-4.5 Years 12.58 12.60
4.6-5.0 Years 12.68 12.72
5.1-5.5 Years 12.80 12.85
5.6-6.0 Years 12.80 12.85
6.1-6.5 Years 12.88 12.92
6.6-7.0 Years 12.90 12.94
7.1-7.5 Years 12.90 12.94
7.6-8.0 Years 12.95 13.00
8.1-8.5 Years 13.04 13.08
8.6-9.0 Years 13.05 13.10
9.1-9.5 Years 13.10 13.15
9.5-10.0 Years 13.10 13.15
15 Years 13.25 13.30
20 Years 13.30 13.35
30 Years 13.35 13.45
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 10.00 10.25
3 Months 10.20 10.30
6 Months 10.30 10.40
12 Months 10.40 10.50
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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 9.85 9.90
8-15 Days 9.90 9.95
16-30 Days 9.90 9.95
31-60 Days 9.91 9.95
61-90 Days 9.92 9.95
91-120 Days 9.95 9.98
121-180 Days 9.98 10.00
181-270 Days 10.00 10.05
271-365 Days 10.05 10.10
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Kerb Market FX Rate
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Currency Bid Offer
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USD 98.95 99.20
EUR 134.00 134.25
GBP 169.00 169.25
JPY 0.97 1.02
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