Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (May 11, 2005).
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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 8.75 8.90 8.90 8.95 8.88
1-Week 6.50 6.75 7.00 7.25 6.88
2-Week 6.75 7.00 7.25 7.50 7.13
1-Month 6.25 6.50 6.75 7.00 6.63
2-Months 6.50 6.75 7.00 7.25 6.88
3-Months 7.00 7.35 7.50 7.75 7.40
4-Months 7.10 7.40 7.60 7.85 7.49
5-Months 7.25 7.50 7.75 8.00 7.63
6-Months 7.50 7.75 8.00 8.25 7.88
9-Months 7.75 8.00 8.25 8.50 8.13
1-Year 8.00 8.25 8.50 8.75 8.38
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Call Rates (Yield p a)
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Overnight 9.00 9.25 9.50 10.00 9.44
1-Week 6.75 7.00 7.25 7.50 7.13
2-Week 7.00 7.25 7.50 7.75 7.38
1-Month 6.75 7.00 7.50 7.75 7.25
2-Months 6.75 7.00 7.25 7.85 7.21
3-Months 7.00 7.50 7.75 8.00 7.56
4-Months 7.50 7.75 8.00 8.25 7.88
5-Months 7.50 7.75 8.00 8.25 7.88
6-Months 7.75 8.00 8.25 8.50 8.13
9-Months 8.00 8.25 8.50 9.00 8.44
1-Year 8.50 8.75 9.00 9.50 8.94
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 7.45 7.65
0.6-1.0 Years 7.90 8.65
1.1-1.5 Years 8.25 8.40
1.6-2.0 Years 8.60 8.75
2.1-2.5 Years 8.65 8.80
2.6-3.0 Years 9.00 9.10
3.1-3.5 Years 8.95 9.15
3.6-4.0 Years 9.00 9.25
4.1-4.5 Years 9.20 9.40
4.6-5.0 Years 9.35 9.50
5.6-6.0 Years 9.85 10.05
6.1-6.5 Years 9.95 10.10
6.6-7.0 Years 10.10 10.20
7.1-7.5 Years 10.15 10.25
7.6-8.0 Years 10.20 10.35
8.1-8.5 Years 10.30 10.45
8.6-9.0 Years 10.35 10.60
15 Years 11.25 11.50
20 Years 12.25 12.50
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FIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 7.55 7.75
0.6-1.0 Years 8.00 8.75
1.1-1.5 Years 8.35 8.50
1.6-2.0 Years 8.70 8.85
2.1-2.5 Years 8.75 8.90
2.6-3.0 Years 9.10 9.20
3.1-3.5 Years 9.05 9.25
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Clean Deposit Market
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Tenor Range (% p a)
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01 Months 9.00 10.00
03 Months 9.00 9.50
06 Months 9.50 10.50
12 Months 10.00 11.00
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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 8.00-8.25
8-15 Days 7.00-7.30
16-30 Days 6.75-7.00
31-60 Days 6.80-7.00
61-90 Days 7.20-7.40
91-120 Days 7.30-7.50
121-180 Days 7.25-7.50
181-270 Days 7.60-7.75
271-365 Days 8.25-8.50
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Kerb Market FX Rate
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Currency Bid Offer
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USD 60.10 60.15
EUR 77.50 77.60
GBP 113.50 113.75
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