Money market report by Khadim Ali Shah Bukhari & Co on Monday (November 28, 2016).
=================================================================
Repo Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 5.80 6.05 5.85 6.10 5.95
1-Week 5.76 5.80 5.80 5.85 5.80
2-Week 5.78 5.80 5.80 5.85 5.81
1-Month 5.78 5.80 5.80 5.90 5.82
2-Months 5.79 5.85 5.80 5.90 5.84
3-Months 5.79 5.85 5.85 5.90 5.85
4-Months 5.80 5.85 5.85 5.90 5.85
5-Months 5.80 5.85 5.85 5.95 5.86
6-Months 5.80 5.85 5.90 5.95 5.88
9-Months 5.85 5.90 5.90 5.95 5.90
1-Year 5.85 5.90 5.90 5.95 5.90
=================================================================
Call Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 5.80 6.10 5.85 6.10 5.96
1-Week 5.80 5.85 5.80 5.90 5.84
2-Week 5.80 5.80 5.85 5.90 5.84
1-Month 5.80 5.85 5.85 5.90 5.85
2-Months 5.80 5.90 5.85 6.00 5.89
3-Months 5.80 5.90 5.85 6.00 5.89
4-Months 5.80 5.90 5.85 6.00 5.89
5-Months 5.80 5.90 5.85 6.00 5.89
6-Months 5.85 5.90 5.85 6.00 5.90
9-Months 5.85 5.90 5.85 6.00 5.90
1-Year 5.85 5.90 5.85 6.00 5.90
=================================================================
================================
PIB Secondary Market Data
--------------------------------
Maturity Yield Range
================================
0.1-0.5 Years 5.90 5.95
0.6-1.0 Years 5.93 5.96
1.1-1.5 Years 6.00 6.05
1.6-2.0 Years 6.05 6.10
2.1-2.5 Years 6.22 6.25
2.6-3.0 Years 6.27 6.30
3.1-3.5 Years 6.38 6.42
3.6-4.0 Years 5.56 6.58
4.1-4.5 Years 6.78 6.82
4.6-5.0 Years 6.88 6.90
5.1-5.5 Years 7.00 7.05
5.6-6.0 Years 7.05 7.09
6.1-6.5 Years 7.10 7.15
6.6-7.0 Years 7.40 7.50
7.1-7.5 Years 7.50 7.60
7.6-8.0 Years 7.77 7.80
8.1-8.5 Years 7.82 7.85
8.6-9.0 Years 7.90 7.95
9.1-9.5 Years 7.95 8.00
9.5-10.0 Years 8.00 8.05
15 Years 10.10 10.15
20 Years 10.40 10.50
30 Years 10.50 11.00
================================
Clean Deposit Market
--------------------------------
Tenor Range (% p a)
================================
1 Month 6.05 6.25
3 Months 6.15 6.25
6 Months 6.15 6.30
12 Months 6.25 6.40
================================
T-Bill Secondary Market Data
================================
3 Months, 6 Months &
================================
12 Months Instruments
================================
Days to Maturity Yield Range %
================================
0-7 Days 5.85 5.90
8-15 Days 5.85 5.90
16-30 Days 5.85 5.92
31-60 Days 5.88 5.92
61-90 Days 5.91 5.93
91-120 Days 5.91 5.93
121-180 Days 5.91 5.94
181-270 Days 5.92 5.95
271-365 Days 5.92 5.95
================================
Kerb Market FX Rate
--------------------------------
Currency Bid Offer
--------------------------------
USD 108.20 108.40
EUR 114.70 115.70
GBP 134.50 135.50
JPY 0.96 1.00
================================