Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (December 01, 2004).
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Repo Rates (Yield p a)
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Tenor Low Bid High Bid Low Offer High Offer Average
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Overnight 0.50 1.50 0.75 2.00 1.19
1-Week 1.50 1.75 2.00 2.25 1.88
2-Week 2.50 2.75 3.00 3.25 2.88
1-Month 3.75 4.00 4.25 4.50 4.13
2-Months 3.90 4.20 4.50 4.75 4.34
3-Months 3.75 4.25 4.00 4.50 4.13
4-Months 4.00 4.40 4.40 4.75 4.39
5-Months 4.20 4.50 4.60 5.00 4.58
6-Months 4.40 4.80 4.80 5.20 4.80
9-Months 4.60 5.00 5.00 5.40 5.00
1-Year 4.80 5.20 5.20 5.60 5.20
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Call Rates (Yield p a)
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Tenor Low Bid High Bid Low Offer High Offer Average
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Overnight 0.75 2.00 1.00 3.00 1.69
1-Week 1.75 2.00 2.25 2.50 2.13
2-Week 2.75 3.00 3.50 4.00 3.31
1-Month 4.00 4.25 4.50 5.00 4.44
2-Month 4.25 4.50 4.75 5.00 4.63
3-Month 4.75 5.00 5.25 5.50 5.13
4-Month 5.00 5.25 5.50 5.75 5.38
5-Month 5.25 5.50 5.75 6.00 5.63
6-Month 5.50 5.75 6.00 6.25 5.88
9-Month 5.75 6.00 6.25 6.50 6.13
1-Year 6.00 6.25 6.50 6.75 6.38
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 3.75 4.75
0.6-1.0 Years 4.50 5.50
1.1-1.5 Years 4.75 5.75
1.6-2.0 Years 5.00 6.00
2.1-2.5 Years 5.25 6.25
2.6-3.0 Years 5.50 6.50
3.1-3.5 Years 5.50 6.50
3.6-4.0 Years 5.75 6.75
4.1-4.5 Years 5.75 6.75
4.6-5.0 Years 6.00 7.00
6.1-6.5 Years 7.50 7.80
6.6-7.0 Years 7.60 7.90
7.1-7.5 Years 7.80 8.00
7.6-8.0 Years 7.70 8.00
8.1-8.5 Years 7.70 8.00
8.6-9.0 Years 7.70 7.95
9.1-9.5 Years 7.60 7.90
9.6-10.0 Year 7.50 7.90
15 Years 8.85 9.00
20 Years 9.90 10.05
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FIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 3.65 4.65
0.6-1.0 Years 4.40 5.40
1.1-1.5 Years 4.65 5.65
1.6-2.0 Years 4.90 5.90
2.1-2.5 Years 5.15 6.15
2.6-3.0 Years 5.40 6.40
3.1-3.5 Years 5.40 6.40
3.6-4.0 Years 5.75 5.90
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Clean Deposit Market
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Tenor Range (% p a)
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01 Month 5.00 5.50
03 Months 5.50 6.25
06 Months 6.00 6.50
12 Months 6.25 7.00
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T-Bill Secondary Market Data
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3 Months, 6 Months &
12 Months Instruments
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Days to Maturity Yield Range %
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0-7 Days 3.80-4.75
8-15 Days 4.00-5.00
16-30 Days 4.50-4.75
31-60 Days 4.10-4.90
61-90 Days 4.20-4.75
91-120 Days 4.50-4.90
121-180 Days 4.70-5.00
181-270 Days 4.80-5.20
271-365 Days 5.00-5.75
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Kerb Market FX Rate
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Currency Bid Offer
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USD 60.00 60.10
EUR 79.40 79.60
GBP 114.00 114.30
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