Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (September 19, 2017).
=================================================================
Repo Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 5.75 5.90 5.80 6.00 5.86
1-Week 5.75 5.80 5.80 5.85 5.80
2-Week 5.78 5.80 5.80 5.90 5.82
1-Month 5.80 5.85 5.80 5.90 5.84
2-Months 5.80 5.85 5.80 5.90 5.84
3-Months 5.80 5.85 5.85 5.90 5.85
4-Months 5.80 5.85 5.85 5.90 5.85
5-Months 5.85 5.90 5.85 5.95 5.89
6-Months 5.85 5.90 5.90 5.95 5.90
9-Months 5.85 5.90 5.90 5.95 5.90
1-Year 5.85 5.90 5.90 6.00 5.91
=================================================================
Call Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 5.75 5.90 5.80 6.00 5.86
1-Week 5.75 5.85 5.85 5.90 5.84
2-Week 5.80 5.85 5.85 5.95 5.86
1-Month 5.80 5.90 5.90 6.00 5.90
2-Months 5.80 5.90 5.90 6.00 5.90
3-Months 5.80 5.90 5.90 6.00 5.90
4-Months 5.85 5.90 5.90 6.00 5.91
5-Months 5.85 5.90 5.90 6.00 5.91
6-Months 5.85 5.90 5.90 6.00 5.91
9-Months 5.85 5.90 5.95 6.05 5.94
1-Year 5.85 5.90 5.95 6.05 5.94
=================================================================
================================
PIB Secondary Market Data
--------------------------------
Maturity Yield Range
================================
0.1-0.5 Years 5.97 5.99
0.6-1.0 Years 5.97 5.99
1.1-1.5 Years 6.10 6.15
1.6-2.0 Years 6.15 6.20
2.1-2.5 Years 6.20 6.25
2.6-3.0 Years 6.44 6.48
3.1-3.5 Years 6.80 6.88
3.6-4.0 Years 7.00 7.10
4.1-4.5 Years 7.15 7.20
4.6-5.0 Years 7.20 7.25
5.1-5.5 Years 7.25 7.30
5.6-6.0 Years 7.30 7.35
6.1-6.5 Years 7.35 7.40
6.6-7.0 Years 7.45 7.55
7.1-7.5 Years 7.65 7.75
7.6-8.0 Years 7.80 7.90
8.1-8.5 Years 7.95 8.05
8.6-9.0 Years 8.15 8.20
9.1-9.5 Years 8.15 8.20
9.5-10.0 Years 8.20 8.25
15 Years 10.15 10.30
20 Years 10.50 10.70
30 Years 11.10 11.30
================================
Clean Deposit Market
--------------------------------
Tenor Range (% p a)
================================
1 Month 6.10 6.25
3 Months 6.15 6.25
6 Months 6.20 6.40
12 Months 6.25 6.50
================================
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 5.90 5.95
16-30 Days 5.90 5.95
31-60 Days 5.96 5.98
61-90 Days 5.97 5.99
91-120 Days 5.98 6.00
121-180 Days 5.99 6.01
181-270 Days 5.99 6.02
271-365 Days 6.01 6.03
================================
Kerb Market FX Rate
--------------------------------
Currency Bid Offer
--------------------------------
USD 105.90 106.1
EUR 125.00 126.00
GBP 142.50 143.50
JPY 0.94 0.99
================================