Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (March 15, 2016).
=================================================================
Repo Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 6.00 6.35 6.25 6.40 6.25
1-Week 6.00 6.15 6.15 6.20 6.13
2-Week 6.00 6.15 6.15 6.20 6.13
1-Month 6.00 6.20 6.15 6.25 6.15
2-Months 6.00 6.25 6.15 6.30 6.18
3-Months 6.00 6.25 6.15 6.30 6.18
4-Months 6.10 6.25 6.20 6.30 6.21
5-Months 6.10 6.25 6.20 6.30 6.21
6-Months 6.10 6.30 6.20 6.35 6.24
9-Months 6.15 6.30 6.20 6.35 6.25
1-Year 6.15 6.30 6.20 6.35 6.25
=================================================================
Call Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 6.00 6.35 6.25 6.40 6.25
1-Week 6.00 6.15 6.15 6.25 6.14
2-Week 6.00 6.15 6.15 6.20 6.13
1-Month 6.10 6.20 6.20 6.30 6.20
2-Months 6.15 6.25 6.20 6.30 6.23
3-Months 6.15 6.30 6.30 6.35 6.28
4-Months 6.15 6.30 6.35 6.40 6.30
5-Months 6.15 6.30 6.35 6.40 6.30
6-Months 6.15 6.35 6.35 6.40 6.31
9-Months 6.15 6.35 6.35 6.40 6.31
1-Year 6.15 6.35 6.35 6.40 6.31
=================================================================
================================
PIB Secondary Market Data
--------------------------------
Maturity Yield Range
================================
0.1-0.5 Years 6.34 6.36
0.6-1.0 Years 6.33 6.35
1.1-1.5 Years 6.25 6.28
1.6-2.0 Years 6.25 6.28
2.1-2.5 Years 6.30 6.32
2.6-3.0 Years 6.30 6.33
3.1-3.5 Years 6.60 6.70
3.6-4.0 Years 6.70 6.75
4.1-4.5 Years 6.95 6.97
4.6-5.0 Years 6.96 6.98
5.1-5.5 Years 7.10 7.15
5.6-6.0 Years 7.40 7.45
6.1-6.5 Years 7.43 7.46
6.6-7.0 Years 7.44 7.47
7.1-7.5 Years 7.80 7.85
7.6-8.0 Years 8.30 8.33
8.1-8.5 Years 8.29 8.32
8.6-9.0 Years 8.29 8.32
9.1-9.5 Years 8.24 8.27
9.5-10.0 Years 8.24 8.27
15 Years 10.20 10.30
20 Years 10.50 10.60
30 Years 11.00 11.10
================================
Clean Deposit Market
--------------------------------
Tenor Range (% p a)
================================
1 Month 6.25 6.50
3 Months 6.25 6.50
6 Months 6.25 6.50
12 Months 6.50 7.00
================================
T-Bill Secondary Market Data
================================
3 Months, 6 Months &
================================
12 Months Instruments
================================
Days to Maturity Yield Range %
================================
0-7 Days 6.15 6.25
8-15 Days 6.18 6.22
16-30 Days 6.18 6.22
31-60 Days 6.18 6.22
61-90 Days 6.17 6.19
91-120 Days 6.16 6.19
121-180 Days 6.16 6.19
181-270 Days 6.17 6.19
271-365 Days 6.17 6.19
================================
Kerb Market FX Rate
--------------------------------
Currency Bid Offer
--------------------------------
USD 106.20 106.30
EUR 116.00 116.50
GBP 148.50 149.50
JPY 0.86 0.89
================================