Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (September 30, 2015).
=================================================================
Repo Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 6.00 6.50 6.50 6.50 6.38
1-Week 6.00 6.50 6.30 6.50 6.33
2-Week 6.00 6.50 6.30 6.40 6.30
1-Month 6.00 6.35 6.25 6.40 6.25
2-Months 6.10 6.40 6.20 6.45 6.29
3-Months 6.10 6.40 6.40 6.45 6.34
4-Months 6.10 6.40 6.40 6.45 6.34
5-Months 6.10 6.40 6.40 6.45 6.34
6-Months 6.20 6.45 6.40 6.50 6.39
9-Months 6.25 6.45 6.40 6.50 6.40
1-Year 6.25 6.45 6.40 6.50 6.40
=================================================================
Call Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 6.00 6.50 6.50 6.50 6.38
1-Week 6.00 6.50 6.40 6.50 6.35
2-Week 6.00 6.50 6.40 6.50 6.35
1-Month 6.10 6.40 6.35 6.50 6.34
2-Months 6.15 6.40 6.35 6.50 6.35
3-Months 6.15 6.45 6.40 6.50 6.38
4-Months 6.20 6.45 6.35 6.50 6.38
5-Months 6.20 6.45 6.35 6.55 6.39
6-Months 6.25 6.45 6.35 6.60 6.41
9-Months 6.25 6.45 6.35 6.70 6.44
1-Year 6.30 6.45 6.35 6.70 6.45
=================================================================
================================
PIB Secondary Market Data
--------------------------------
Maturity Yield Range
================================
0.1-0.5 Years 6.50 6.55
0.6-1.0 Years 6.60 6.65
1.1-1.5 Years 6.85 6.90
1.6-2.0 Years 6.95 7.00
2.1-2.5 Years 7.00 7.05
2.6-3.0 Years 7.20 7.25
3.1-3.5 Years 7.25 7.30
3.6-4.0 Years 7.80 7.85
4.1-4.5 Years 8.05 8.10
4.6-5.0 Years 8.20 8.24
5.1-5.5 Years 8.25 8.30
5.6-6.0 Years 8.35 8.40
6.1-6.5 Years 8.65 8.75
6.6-7.0 Years 9.05 9.10
7.1-7.5 Years 9.10 9.15
7.6-8.0 Years 9.15 9.20
8.1-8.5 Years 9.30 9.35
8.6-9.0 Years 9.35 9.40
9.1-9.5 Years 9.24 9.27
9.5-10.0 Years 9.24 9.27
15 Years 10.25 10.30
20 Years 10.50 10.55
30 Years 10.90 11.00
================================
Clean Deposit Market
--------------------------------
Tenor Range (% p a)
================================
1 Month 6.75 7.00
3 Months 6.50 6.70
6 Months 6.60 6.75
12 Months 6.75 7.00
================================
T-Bill Secondary Market Data
================================
3 Months, 6 Months &
================================
12 Months Instruments
================================
Days to Maturity Yield Range %
================================
0-7 Days 6.55 6.60
8-15 Days 6.55 6.60
16-30 Days 6.55 6.60
31-60 Days 6.50 6.55
61-90 Days 6.50 6.55
91-120 Days 6.50 6.55
121-180 Days 6.50 6.55
181-270 Days 6.55 6.60
271-365 Days 6.55 6.60
================================
Kerb Market FX Rate
--------------------------------
Currency Bid Offer
--------------------------------
USD 104.60 104.80
EUR 118.00 118.25
GBP 161.00 161.25
JPY 0.80 0.90
================================