Money market report by Khadim Ali Shah Bukhari & Co on Monday (June 22, 2009).
=================================================================
Repo Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 11.75 12.90 12.00 13.00 12.41
1-Week 12.00 12.75 12.50 12.90 12.54
2-Week 12.50 13.00 13.00 13.25 12.94
1-Month 12.60 12.90 12.75 13.00 12.81
2-Months 12.30 12.60 12.60 12.75 12.56
3-Months 12.30 12.60 12.50 12.75 12.54
4-Months 12.25 12.50 12.25 12.75 12.44
5-Months 11.85 12.40 12.25 12.40 12.23
6-Months 11.90 12.40 12.25 12.40 12.24
9-Months 11.90 12.40 12.25 12.40 12.24
1-Year 11.90 12.40 12.25 12.50 12.26
=================================================================
Call Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 12.00 13.00 12.25 13.25 12.63
1-Week 12.60 13.20 13.00 13.40 13.05
2-Week 12.80 13.25 13.25 13.50 13.20
1-Month 12.90 13.40 13.20 13.50 13.25
2-Months 12.90 13.20 13.00 13.30 13.10
3-Months 12.90 13.20 13.00 13.30 13.10
4-Months 12.75 13.25 13.00 13.30 13.08
5-Months 12.50 13.00 13.00 13.25 12.94
6-Months 12.50 13.00 13.00 13.25 12.94
9-Months 12.60 13.10 13.10 13.25 13.01
1-Year 12.90 13.10 13.10 13.25 13.09
=================================================================
================================
PIB Secondary Market Data
--------------------------------
Maturity Yield Range
================================
0.1-0.5 Years 12.40 12.50
0.6-1.0 Years 12.10 12.30
1.1-1.5 Years 12.25 12.40
1.6-2.0 Years 11.60 11.65
2.1-2.5 Years 11.65 11.70
2.6-3.0 Years 11.65 11.70
3.1-3.5 Years 11.70 11.75
3.6-4.0 Years 11.73 11.78
4.1-4.5 Years 11.75 11.80
4.6-5.0 Years 11.75 11.80
5.1-5.5 Years 11.75 11.80
5.6-6.0 Years 11.80 11.85
6.1-6.5 Years 11.80 11.85
6.6-7.0 Years 11.82 11.88
7.1-7.5 Years 11.83 11.88
7.6-8.0 Years 11.85 11.90
8.1-8.5 Years 11.85 11.90
8.6-9.0 Years 11.88 11.92
9.1-9.5 Years 11.88 11.93
9.5-10.0 Years 11.90 11.95
15 Years 13.00 12.75
20 Years 13.25 13.50
30 Years 13.50 14.00
================================
Clean Deposit Market
--------------------------------
Tenor Range (% p a)
================================
1 Month 13.25 13.50
3 Months 13.10 13.40
6 Months 12.90 13.25
12 Months 13.10 13.40
================================
T-Bill Secondary Market Data
================================
3 Months, 6 Months &
12 Months Instruments
================================
Days to Maturity Yield Range %
================================
0-7 Days 12.50-13.00
8-15 Days 12.90-13.20
16-30 Days 12.80-13.00
31-60 Days 12.45-12.55
61-90 Days 12.30-12.50
91-120 Days 12.25-12.50
121-180 Days 12.20-12.35
181-270 Days 12.15-12.25
271-365 Days 12.10-12.15
================================
Kerb Market FX Rate
--------------------------------
Currency Bid Offer
--------------------------------
USD 81.20 81.50
EUR 112.30 114.00
GBP 132.30 134.00
================================