Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (June 23, 2015).
=================================================================
Repo Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 6.25 6.70 6.50 6.75 6.55
1-Week 6.40 6.80 6.50 6.90 6.65
2-Week 6.40 6.85 6.50 7.00 6.69
1-Month 6.50 6.90 6.60 7.00 6.75
2-Months 6.40 6.75 6.60 6.90 6.66
3-Months 6.55 6.75 6.65 6.90 6.71
4-Months 6.55 6.80 6.65 6.90 6.73
5-Months 6.60 6.80 6.65 6.90 6.74
6-Months 6.60 6.80 6.65 6.90 6.74
9-Months 6.60 6.90 6.70 7.00 6.80
1-Year 6.65 6.90 6.70 7.00 6.81
=================================================================
Call Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 6.25 6.70 6.50 6.75 6.55
1-Week 6.40 6.80 6.50 6.90 6.65
2-Week 6.40 6.85 6.60 7.00 6.71
1-Month 6.50 6.85 6.60 7.00 6.74
2-Months 6.60 6.90 6.80 7.00 6.83
3-Months 6.70 6.95 6.90 7.00 6.89
4-Months 6.70 7.00 6.90 7.10 6.93
5-Months 6.70 7.00 6.90 7.10 6.93
6-Months 6.75 7.00 6.90 7.15 6.95
9-Months 6.80 7.10 7.00 7.20 7.03
1-Year 6.85 7.10 7.00 7.25 7.05
=================================================================
================================
PIB Secondary Market Data
--------------------------------
Maturity Yield Range
================================
0.1-0.5 Years 7.00 7.05
0.6-1.0 Years 7.10 7.15
1.1-1.5 Years 7.25 7.30
1.6-2.0 Years 7.25 7.30
2.1-2.5 Years 7.60 7.70
2.6-3.0 Years 7.85 7.90
3.1-3.5 Years 8.20 8.25
3.6-4.0 Years 8.50 8.55
4.1-4.5 Years 8.60 8.70
4.6-5.0 Years 8.75 8.80
5.1-5.5 Years 8.90 8.95
5.6-6.0 Years 9.00 9.10
6.1-6.5 Years 9.30 9.35
6.6-7.0 Years 9.50 9.60
7.1-7.5 Years 9.80 9.85
7.6-8.0 Years 9.85 9.90
8.1-8.5 Years 9.85 9.90
8.6-9.0 Years 10.00 10.05
9.1-9.5 Years 10.00 10.05
9.5--10.0 Years 10.00 10.05
15 Years 10.35 10.40
20 Years 10.60 10.65
30 Years 11.10 11.20
================================
Clean Deposit Market
--------------------------------
Tenor Range (% p a)
================================
1 Month 7.15 7.40
3 Months 7.00 7.30
6 Months 7.10 7.30
12 Months 7.25 7.40
================================
T-Bill Secondary Market Data
================================
3 Months, 6 Months &
================================
12 Months Instruments
================================
Days to Maturity Yield Range %
================================
0-7 Days 6.85 6.90
8-15 Days 6.90 6.95
16-30 Days 6.90 6.95
31-60 Days 6.90 6.94
61-90 Days 6.92 6.96
91-120 Days 6.90 6.95
121-180 Days 6.85 6.90
181-270 Days 6.90 6.95
271-365 Days 6.90 7.00
================================
Kerb Market FX Rate
--------------------------------
Currency Bid Offer
--------------------------------
USD 102.65 102.9
EUR 115.20 115.50
GBP 159.25 159.50
JPY 0.83 0.88
================================