Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (October 17, 2012).
=================================================================
Repo Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 8.25 9.90 8.50 9.90 9.14
1-Week 9.00 9.70 9.70 9.80 9.55
2-Week 9.40 9.65 9.60 9.70 9.59
1-Month 9.40 9.65 9.60 9.70 9.59
2-Months 9.45 9.65 9.60 9.75 9.61
3-Months 9.50 9.70 9.70 9.75 9.66
4-Months 9.50 9.70 9.70 9.75 9.66
5-Months 9.50 9.75 9.70 9.80 9.69
6-Months 9.50 9.75 9.70 9.80 9.69
9-Months 9.55 9.80 9.75 9.85 9.74
1-Year 9.60 9.80 9.75 9.85 9.75
=================================================================
Call Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 8.40 9.90 8.60 9.90 9.20
1-Week 9.25 9.80 9.75 9.90 9.68
2-Week 9.50 9.80 9.70 9.85 9.71
1-Month 9.50 9.85 9.75 9.90 9.75
2-Months 9.60 9.85 9.85 9.90 9.80
3-Months 9.65 9.90 9.85 9.95 9.84
4-Months 9.65 9.90 9.85 9.95 9.84
5-Months 9.65 9.90 9.85 9.95 9.84
6-Months 9.65 9.90 9.90 10.00 9.86
9-Months 9.75 10.00 9.90 10.10 9.94
1-Year 9.85 10.15 10.10 10.20 10.08
=================================================================
================================
PIB Secondary Market Data
--------------------------------
Maturity Yield Range
================================
0.1-0.5 Years 9.80 9.85
0.6-1.0 Years 9.85 9.90
1.1-1.5 Years 10.05 10.10
1.6-2.0 Years 10.08 10.12
2.1-2.5 Years 10.15 10.20
2.6-3.0 Years 10.40 10.45
3.1-3.5 Years 10.70 10.75
3.6-4.0 Years 10.80 10.85
4.1-4.5 Years 10.85 10.90
4.6-5.0 Years 10.92 10.96
5.1-5.5 Years 11.15 11.20
5.6-6.0 Years 11.20 11.25
6.1-6.5 Years 11.30 11.35
6.6-7.0 Years 11.30 11.35
7.1-7.5 Years 11.35 11.40
7.6-8.0 Years 11.35 11.40
8.1-8.5 Years 11.38 11.42
8.6-9.0 Years 11.38 11.42
9.1-9.5 Years 11.38 11.43
9.5-10.0 Years 11.39 11.43
15 Years 11.90 11.95
20 Years 12.00 12.05
30 Years 12.10 12.15
================================
Clean Deposit Market
--------------------------------
Tenor Range (% p a)
================================
1 Month 9.75 10.00
3 Months 9.90 10.10
6 Months 10.00 10.25
12 Months 10.10 10.30
================================
T-Bill Secondary Market Data
================================
3 Months, 6 Months &
================================
12 Months Instruments
================================
Days to Maturity Yield Range %
================================
0-7 Days 9.25 9.30
8-15 Days 9.60 9.65
16-30 Days 9.58 9.62
31-60 Days 9.58 9.62
61-90 Days 9.60 9.64
91-120 Days 9.62 9.65
121-180 Days 9.62 9.65
181-270 Days 9.68 9.72
271-365 Days 9.68 9.72
================================
Kerb Market FX Rate
--------------------------------
Currency Bid Offer
--------------------------------
USD 95.3 95.55
EUR 123.00 124.00
GBP 153.00 154.00
JPY 1.20 1.22
================================