Money market report by Khadim Ali Shah Bukhari & Co on Thursday (October 25, 2012).
=================================================================
Repo Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 6.50 7.00 6.75 7.10 6.84
1-Week 7.00 7.25 7.30 7.50 7.26
2-Week 7.75 8.00 8.25 8.50 8.13
1-Month 8.75 9.25 9.00 9.30 9.08
2-Months 9.15 9.45 9.40 9.50 9.38
3-Months 9.30 9.60 9.40 9.65 9.49
4-Months 9.40 9.65 9.50 9.70 9.56
5-Months 9.40 9.65 9.50 9.75 9.58
6-Months 9.45 9.70 9.60 9.80 9.64
9-Months 9.45 9.70 9.65 9.80 9.65
1-Year 9.50 9.75 9.70 9.80 9.69
=================================================================
Call Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 6.50 7.00 6.75 7.10 6.84
1-Week 7.00 7.25 7.30 7.50 7.26
2-Week 7.75 8.00 8.25 8.50 8.13
1-Month 8.75 9.25 9.00 9.30 9.08
2-Months 9.10 9.60 9.60 9.70 9.50
3-Months 9.30 9.70 9.70 9.80 9.63
4-Months 9.40 9.75 9.75 9.85 9.69
5-Months 9.50 9.75 9.75 9.85 9.71
6-Months 9.50 9.75 9.75 9.85 9.71
9-Months 9.60 9.90 9.85 10.00 9.84
1-Year 9.70 10.10 10.00 10.15 9.99
=================================================================
================================
PIB Secondary Market Data
--------------------------------
Maturity Yield Range
================================
0.1-0.5 Years 9.50 9.60
0.6-1.0 Years 9.60 9.65
1.1-1.5 Years 9.70 9.80
1.6-2.0 Years 9.80 9.90
2.1-2.5 Years 10.05 10.10
2.6-3.0 Years 10.12 10.15
3.1-3.5 Years 10.40 10.45
3.6-4.0 Years 10.60 10.65
4.1-4.5 Years 10.72 10.78
4.6-5.0 Years 10.72 10.78
5.1-5.5 Years 10.90 11.00
5.6-6.0 Years 11.05 11.10
6.1-6.5 Years 11.15 11.20
6.6-7.0 Years 11.20 11.25
7.1-7.5 Years 11.25 11.30
7.6-8.0 Years 11.25 11.30
8.1-8.5 Years 11.27 11.32
8.6-9.0 Years 11.28 11.32
9.1-9.5 Years 11.27 11.32
9.5-10.0 Years 11.27 11.32
15 Years 11.80 11.90
20 Years 11.90 12.00
30 Years 12.00 12.10
================================
Clean Deposit Market
--------------------------------
Tenor Range (% p a)
================================
1 Month 9.75 10.00
3 Months 9.80 10.10
6 Months 9.90 10.10
12 Months 10.00 10.25
================================
T-Bill Secondary Market Data
================================
3 Months, 6 Months &
================================
12 Months Instruments
================================
Days to Maturity Yield Range %
================================
0-7 Days 7.20 7.30
8-15 Days 7.50 8.00
16-30 Days 8.75 9.00
31-60 Days 8.90 9.10
61-90 Days 9.15 9.25
91-120 Days 9.25 9.35
121-180 Days 9.32 9.38
181-270 Days 9.38 9.42
271-365 Days 9.40 9.45
================================
Kerb Market FX Rate
--------------------------------
Currency Bid Offer
--------------------------------
USD 95.5 95.8
EUR 124.00 125.00
GBP 153.00 154.00
JPY 1.20 1.22
================================