Money market report by Khadim Ali Shah Bukhari & Co on Thursday (March 21, 2019).
=================================================================
Repo Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 10.30 10.50 10.30 10.70 10.45
1-Week 10.15 10.25 10.30 10.35 10.26
2-Week 10.20 10.25 10.30 10.35 10.28
1-Month 10.20 10.25 10.25 10.30 10.25
2-Months 10.30 10.35 10.45 10.50 10.40
3-Months 10.35 10.40 10.50 10.55 10.45
4-Months 10.40 10.45 10.60 10.65 10.53
5-Months 10.45 10.50 10.65 10.70 10.58
6-Months 10.45 10.50 10.70 10.75 10.60
9-Months 10.60 10.65 10.70 10.80 10.69
1-Year 10.65 10.70 10.80 10.95 10.78
=================================================================
Call Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 10.30 10.50 10.30 10.70 10.45
1-Week 10.15 10.25 10.30 10.35 10.26
2-Week 10.20 10.25 10.30 10.35 10.28
1-Month 10.20 10.25 10.25 10.30 10.25
2-Months 10.30 10.35 10.45 10.50 10.40
3-Months 10.35 10.40 10.50 10.55 10.45
4-Months 10.40 10.45 10.60 10.65 10.53
5-Months 10.45 10.50 10.65 10.70 10.58
6-Months 10.45 10.50 10.70 10.75 10.60
9-Months 10.60 10.65 10.70 10.80 10.69
1-Year 10.65 10.70 10.80 10.95 10.78
=================================================================
================================
PIB Secondary Market Data
--------------------------------
Maturity Yield Range
================================
0.1- 0.5 Years 10.30 10.60
0.6- 1.0 Years 10.55 11.15
1.1- 1.5 Years 11.20 11.45
1.6- 2.0 Years 11.40 11.65
2.1- 2.5 Years 11.60 11.80
2.6- 3.0 Years 11.65 12.00
3.1- 3.5 Years 11.90 12.10
3.6- 4.0 Years 11.95 12.25
4.1- 4.5 Years 12.05 12.35
4.6- 5.0 Years 12.15 12.60
5.1- 5.5 Years 12.65 12.75
5.6- 6.0 Years 12.70 12.85
6.1- 6.5 Years 12.75 12.85
6.6- 7.0 Years 12.80 12.95
7.1- 7.5 Years 12.85 12.95
7.6- 8.0 Years 12.90 13.05
8.1- 8.5 Years 12.95 13.10
8.6- 9.0 Years 13.10 13.25
9.1- 9.5 Years 13.20 13.35
9.5- 10.0 Years 13.25 13.45
15 Years 13.35 13.55
20 Years 13.60 13.85
30 Years 13.80 14.00
================================
Clean Deposit Market
--------------------------------
Tenor Range (% p a)
================================
1 Month 10.40 10.80
3 Months 10.50 11.00
6 Months 10.65 11.10
12 Months 10.85 11.30
================================
T-Bill Secondary Market Data
================================
3 Months, 6 Months &
================================
12 Months Instruments
Days to Maturity Yield Range %
================================
0-7 Days 10.20 10.26
8-15 Days 10.23 10.30
16-30 Days 10.25 10.35
31-60 Days 10.45 10.60
61-90 Days 10.50 10.65
91-120 Days 10.55 10.66
121-180 Days 10.60 10.72
181-270 Days 10.65 10.90
271-365 Days 10.85 11.10
================================
Kerb Market FX Rate
--------------------------------
Currency Bid Offer
--------------------------------
USD 139.45 140
EUR 157.00 157.75
GBP 184.00 185.50
JPY 1.23 1.26
================================