Money market report by Khadim Ali Shah Bukhari & Co on Thursday (June 02, 2016).
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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 4.25 5.85 4.50 6.00 5.15
1-Week 5.50 5.90 5.75 6.00 5.79
2-Week 5.75 6.00 5.90 6.10 5.94
1-Month 5.75 6.00 5.90 6.10 5.94
2-Months 5.80 6.00 5.95 6.10 5.96
3-Months 5.80 6.10 5.95 6.15 6.00
4-Months 5.85 6.10 5.90 6.15 6.00
5-Months 5.85 6.10 6.00 6.15 6.03
6-Months 5.85 6.10 6.00 6.15 6.03
9-Months 5.90 6.15 6.05 6.20 6.08
1-Year 5.90 6.15 6.05 6.20 6.08
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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 4.25 5.85 4.50 6.00 5.15
1-Week 5.50 5.90 5.75 6.00 5.79
2-Week 5.75 6.00 5.90 6.10 5.94
1-Month 5.75 6.00 5.90 6.10 5.94
2-Months 5.80 6.00 5.95 6.15 5.98
3-Months 5.80 6.10 6.00 6.15 6.01
4-Months 5.85 6.10 6.00 6.15 6.03
5-Months 5.85 6.15 6.05 6.20 6.06
6-Months 5.85 6.15 6.05 6.20 6.06
9-Months 5.90 6.15 6.10 6.20 6.09
1-Year 5.90 6.15 6.10 6.25 6.10
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 6.00 6.05
0.6-1.0 Years 6.05 6.10
1.1-1.5 Years 6.15 6.20
1.6-2.0 Years 6.20 6.25
2.1-2.5 Years 6.30 6.35
2.6-3.0 Years 6.40 6.45
3.1-3.5 Years 6.48 6.50
3.6-4.0 Years 6.60 6.64
4.1-4.5 Years 6.75 6.80
4.6-5.0 Years 6.88 6.90
5.1-5.5 Years 7.15 18.00
5.6-6.0 Years 7.15 7.20
6.1-6.5 Years 7.15 7.20
6.6-7.0 Years 7.25 7.30
7.1-7.5 Years 7.70 7.75
7.6-8.0 Years 7.80 7.85
8.1-8.5 Years 7.90 7.95
8.6-9.0 Years 7.90 7.95
9.1-9.5 Years 7.95 7.99
9.5-10.0 Years 7.95 7.99
15 Years 10.25 10.30
20 Years 10.60 10.65
30 Years 11.10 11.15
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 6.00 6.25
3 Months 6.10 6.25
6 Months 6.10 6.25
12 Months 6.25 6.50
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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 5.75 5.80
8-15 Days 5.80 5.85
16-30 Days 5.85 5.90
31-60 Days 5.90 5.92
61-90 Days 5.90 5.93
91-120 Days 5.94 5.98
121-180 Days 5.95 6.00
181-270 Days 5.97 6.00
271-365 Days 5.97 6.01
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Kerb Market FX Rate
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Currency Bid Offer
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USD 105.35 105.65
EUR 117.75 118.30
GBP 152.70 153.40
JPY 0.95 0.98
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