Money market report by Khadim Ali Shah Bukhari & Co on Monday (May 06, 2013).
=================================================================
Repo Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 8.50 9.25 8.75 9.40 8.98
1-Week 9.05 9.30 9.10 9.34 9.20
2-Week 9.10 9.25 9.20 9.30 9.21
1-Month 9.10 9.35 9.25 9.40 9.28
2-Months 9.15 9.30 9.30 9.40 9.29
3-Months 9.15 9.35 9.35 9.40 9.31
4-Months 9.15 9.35 9.35 9.40 9.31
5-Months 9.15 9.35 9.35 9.40 9.31
6-Months 9.25 9.40 9.35 9.45 9.36
9-Months 9.25 9.40 9.35 9.45 9.36
1-Year 9.30 9.45 9.40 9.50 9.41
=================================================================
Call Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 8.50 9.30 8.75 9.45 9.00
1-Week 9.15 9.40 9.20 9.45 9.30
2-Week 9.20 9.40 9.30 9.45 9.34
1-Month 9.20 9.40 9.35 9.50 9.36
2-Months 9.25 9.40 9.35 9.45 9.36
3-Months 9.25 9.40 9.35 9.45 9.36
4-Months 9.25 9.40 9.35 9.45 9.36
5-Months 9.25 9.40 9.35 9.45 9.36
6-Months 9.30 9.40 9.35 9.45 9.38
9-Months 9.35 9.45 9.40 9.50 9.43
1-Year 9.40 9.50 9.45 9.60 9.49
=================================================================
================================
PIB Secondary Market Data
--------------------------------
Maturity Yield Range
================================
0.1-0.5 Years 9.50 9.55
0.6-1.0 Years 9.65 9.70
1.1-1.5 Years 9.70 9.75
1.6-2.0 Years 10.35 10.40
2.1-2.5 Years 10.36 10.40
2.6-3.0 Years 10.50 10.55
3.1-3.5 Years 10.62 10.68
3.6-4.0 Years 10.68 10.72
4.1-4.5 Years 10.80 10.85
4.6-5.0 Years 10.90 10.95
5.1-5.5 Years 11.00 11.05
5.6-6.0 Years 11.55 11.60
6.1-6.5 Years 11.60 11.65
6.6-7.0 Years 11.65 11.70
7.1-7.5 Years 11.65 11.70
7.6-8.0 Years 11.70 11.75
8.1-8.5 Years 11.75 11.80
8.6-9.0 Years 11.75 11.80
9.1-9.5 Years 11.72 11.78
9.5--10.0 Years 11.72 11.78
15 Years 12.30 12.35
20 Years 12.45 12.50
30 Years 12.55 12.60
================================
Clean Deposit Market
--------------------------------
Tenor Range (% p a)
================================
1 Month 9.30 9.40
3 Months 9.60 9.80
6 Months 9.70 10.00
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 9.15 9.25
8-15 Days 9.15 9.25
16-30 Days 9.30 9.35
31-60 Days 9.32 9.36
61-90 Days 9.37 9.40
91-120 Days 9.40 9.42
121-180 Days 9.40 9.43
181-270 Days 9.42 9.44
271-365 Days 9.42 9.45
================================
Kerb Market FX Rate
--------------------------------
Currency Bid Offer
--------------------------------
USD 99.75 100
EUR 130.40 130.65
GBP 154.70 155.95
JPY 1.00 1.05
================================