Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (October 14, 2009).
=================================================================
Repo Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 12.50 12.90 12.60 12.90 12.73
1-Week 12.25 12.40 12.40 12.50 12.39
2-Week 12.20 12.40 12.35 12.45 12.35
1-Month 12.20 12.35 12.35 12.45 12.34
2-Months 12.00 12.35 12.30 12.40 12.26
3-Months 12.00 12.30 12.30 12.40 12.25
4-Months 12.00 12.30 12.30 12.40 12.25
5-Months 12.00 12.30 12.20 12.40 12.23
6-Months 12.00 12.30 12.20 12.50 12.25
9-Months 12.10 12.35 12.30 12.50 12.31
1-Year 12.20 12.35 12.30 12.55 12.35
=================================================================
Call Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 12.60 12.90 12.70 12.95 12.79
1-Week 12.30 12.50 12.40 12.55 12.44
2-Week 12.30 12.45 12.40 12.55 12.43
1-Month 12.30 12.45 12.45 12.55 12.44
2-Months 12.30 12.45 12.45 12.60 12.45
3-Months 12.30 12.50 12.45 12.60 12.46
4-Months 12.30 12.50 12.50 12.60 12.48
5-Months 12.35 12.55 12.50 12.65 12.51
6-Months 12.45 12.60 12.55 12.65 12.56
9-Months 12.45 12.60 12.55 12.70 12.58
1-Year 12.45 12.65 12.60 12.70 12.60
=================================================================
================================
PIB Secondary Market Data
--------------------------------
Maturity Yield Range
================================
0.1-0.5 Years 12.60 12.70
0.6-1.0 Years 12.60 12.70
1.1-1.5 Years 12.55 12.65
1.6-2.0 Years 12.50 12.60
2.1-2.5 Years 12.50 12.60
2.6-3.0 Years 12.50 12.60
3.1-3.5 Years 12.55 12.64
3.6-4.0 Years 12.55 12.64
4.1-4.5 Years 12.55 12.60
4.6-5.0 Years 12.55 12.60
5.1-5.5 Years 12.60 12.65
5.6-6.0 Years 12.60 12.65
6.1-6.5 Years 12.60 12.65
6.6-7.0 Years 12.65 12.70
7.1-7.5 Years 12.65 12.70
7.6-8.0 Years 12.65 12.70
8.1-8.5 Years 12.65 12.72
8.6-9.0 Years 12.65 12.72
9.1-9.5 Years 12.60 12.70
9.5-10.0 Years 12.62 12.70
15 Years 13.10 13.30
20 Years 13.25 13.50
30 Years 13.50 13.70
================================
Clean Deposit Market
--------------------------------
Tenor Range (% p a)
================================
1 Month 12.40 12.60
3 Months 12.60 12.90
6 Months 12.60 12.90
12 Months 12.65 12.90
================================
T-Bill Secondary Market Data
================================
3 Months, 6 Months &
12 Months Instruments
================================
Days to Maturity Yield Range %
================================
0-7 Days 12.25-12.30
8-15 Days 12.25-12.30
16-30 Days 12.30-12.35
31-60 Days 12.30-12.35
61-90 Days 12.33-12.36
91-120 Days 12.40-12.45
121-180 Days 12.50-12.52
181-270 Days 12.50-12.55
271-365 Days 12.55-12.60
================================
Kerb Market FX Rate
--------------------------------
Currency Bid Offer
--------------------------------
USD 83.00 83.50
EUR 121.00 123.00
GBP 130.20 133.10
================================