Money market report by Khadim Ali Shah Bukhari & Co on Thursday (October 16, 2008).
=================================================================
Repo Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 1.00 7.00 2.00 8.00 4.50
1-Week 9.50 10.25 10.00 10.50 10.06
2-Week 11.25 11.50 11.60 11.90 11.56
1-Month 11.75 12.10 12.00 12.20 12.01
2-Months 12.35 12.45 12.45 12.50 12.44
3-Months 12.40 12.50 12.50 12.60 12.50
4-Months 12.40 12.55 12.50 12.60 12.51
5-Months 12.45 12.60 12.55 12.65 12.56
6-Months 12.50 12.65 12.60 12.70 12.61
9-Months 12.50 12.65 12.60 12.70 12.61
1-Year 12.55 12.65 12.65 12.75 12.65
=================================================================
Call Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 10.00 22.00 11.00 23.00 16.50
1-Week 13.00 18.00 14.00 19.00 16.00
2-Week 14.00 18.00 15.00 19.00 16.50
1-Month 14.00 17.00 15.00 18.00 16.00
2-Months 14.00 17.00 15.00 18.00 16.00
3-Months 14.00 16.00 15.00 17.00 15.50
4-Months 14.00 16.00 15.00 17.00 15.50
5-Months 14.25 16.50 15.25 17.50 15.88
6-Months 14.25 16.50 15.25 17.50 15.88
9-Months 15.00 18.00 16.00 19.00 17.00
1-Year 15.00 18.00 16.00 19.00 17.00
=================================================================
================================
PIB Secondary Market Data
--------------------------------
Maturity Yield Range
================================
0.1-0.5 Years 12.00 12.25
0.6-1.0 Years 12.40 12.50
1.1-1.5 Years 13.25 13.35
1.6-2.0 Years 13.25 13.35
2.1-2.5 Years 13.30 13.40
2.6-3.0 Years 13.75 14.00
3.1-3.5 Years 13.80 14.00
3.6-4.0 Years 13.90 14.10
4.1-4.5 Years 13.90 14.10
4.6-5.0 Years 13.95 14.15
5.1-5.5 Years 14.00 14.10
5.6-6.0 Years 14.00 14.15
6.1-6.5 Years 14.05 14.20
6.6-7.0 Years 14.25 14.35
7.1-7.5 Years 14.30 14.50
7.6-8.0 Years 14.30 14.50
8.1-8.5 Years 14.35 14.55
8.6-9.0 Years 14.35 14.55
9.1-9.5 Years 14.40 14.70
9.5-10.0 Years 14.40 14.70
15 Years 14.70 14.90
20 Years 14.75 15.20
30 Years 15.00 15.25
================================
Clean Deposit Market
--------------------------------
Tenor Range (% p a)
================================
1 Month 18.00 22.00
3 Months 16.50 19.50
6 Months 17.00 20.00
12 Months 18.00 22.00
================================
T-Bill Secondary Market Data
================================
3 Months, 6 Months &
12 Months Instruments
================================
Days to Maturity Yield Range %
================================
0-7 Days 12.00-12.50
8-15 Days 12.20-12.40
16-30 Days 12.20-12.40
31-60 Days 12.50-12.60
61-90 Days 12.45-12.55
91-120 Days 12.60-12.70
121-180 Days 12.60-12.70
181-270 Days 12.65-12.75
271-365 Days 12.65-12.80
================================
Kerb Market FX Rate
--------------------------------
Currency Bid Offer
--------------------------------
USD 83.50 84.00
EUR 113.00 114.00
GBP 145.10 146.10
================================