Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (December 11, 2018).
=================================================================
Repo Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 10.40 10.45 10.45 10.50 10.45
1-Week 10.10 10.15 10.25 10.30 10.20
2-Week 10.05 10.10 10.15 10.20 10.13
1-Month 10.00 10.05 10.10 10.15 10.08
2-Months 10.05 10.10 10.15 10.20 10.13
3-Months 10.05 10.10 10.20 10.25 10.15
4-Months 10.10 10.15 10.25 10.30 10.20
5-Months 10.15 10.20 10.30 10.35 10.25
6-Months 10.15 10.20 10.30 10.35 10.25
9-Months 10.20 10.25 10.40 10.45 10.33
1-Year 10.25 10.30 10.45 10.55 10.39
=================================================================
Call Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 10.40 10.45 10.45 10.50 10.45
1-Week 10.10 10.15 10.25 10.30 10.20
2-Week 10.05 10.10 10.15 10.20 10.13
1-Month 10.00 10.05 10.10 10.15 10.08
2-Months 10.05 10.10 10.15 10.20 10.13
3-Months 10.05 10.10 10.20 10.25 10.15
4-Months 10.10 10.15 10.25 10.30 10.20
5-Months 10.15 10.20 10.30 10.35 10.25
6-Months 10.15 10.20 10.30 10.35 10.25
9-Months 10.20 10.25 10.40 10.45 10.33
1-Year 10.25 10.30 10.45 10.55 10.39
=================================================================
================================
PIB Secondary Market Data
--------------------------------
Maturity Yield Range
================================
0.1-0.5 Years 10.20 10.40
0.6-1.0 Years 10.30 10.50
1.1-1.5 Years 10.55 10.80
1.6-2.0 Years 10.75 11.10
2.1-2.5 Years 11.10 11.25
2.6-3.0 Years 11.20 11.45
3.1-3.5 Years 11.35 11.50
3.6-4.0 Years 11.45 11.70
4.1-4.5 Years 11.60 11.80
4.6-5.0 Years 11.70 11.95
5.1-5.5 Years 11.80 12.05
5.6-6.0 Years 11.90 12.15
6.1-6.5 Years 12.00 12.25
6.6-7.0 Years 12.10 12.30
7.1-7.5 Years 12.20 12.40
7.6-8.0 Years 12.25 12.45
8.1-8.5 Years 12.30 12.55
8.6-9.0 Years 12.35 12.65
9.1-9.5 Years 12.40 12.75
9.5-10.0 Years 12.45 12.85
15 Years 12.60 12.85
20 Years 12.75 13.05
30 Years 12.85 13.25
================================
Clean Deposit Market
--------------------------------
Tenor Range (% p a)
================================
1 Month 10.25 10.50
3 Months 10.35 10.65
6 Months 10.45 10.90
12 Months 10.70 11.10
================================
T-Bill Secondary Market Data
================================
3 Months, 6 Months &
================================
12 Months Instruments
Days to Maturity Yield Range %
================================
0-7 Days 10.00 10.10
8-15 Days 10.05 10.15
16-30 Days 10.10 10.20
31-60 Days 10.15 10.25
61-90 Days 10.25 10.35
91-120 Days 10.30 10.40
121-180 Days 10.35 10.45
181-270 Days 10.40 10.50
271-365 Days 10.45 10.70
================================
Kerb Market FX Rate
--------------------------------
Currency Bid Offer
--------------------------------
USD 139.20 139.70
EUR 157.50 158.50
GBP 174.00 175.25
JPY 1.21 1.24
================================