Money market report by Khadim Ali Shah Bukhari & Co on Thursday (June 30, 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 8.90 8.95 8.90 8.95 8.93
1-Week 8.00 8.50 8.75 8.90 8.54
2-Week 7.75 8.00 8.25 8.50 8.13
1-Month 7.60 7.80 7.90 8.00 7.83
2-Months 7.75 7.90 8.00 8.10 7.94
3-Months 7.50 7.75 8.00 8.25 7.88
4-Months 7.60 7.80 8.00 8.25 7.91
5-Months 7.75 8.00 8.10 8.30 8.04
6-Months 7.90 8.10 8.25 8.50 8.19
9-Months 8.00 8.20 8.40 8.70 8.33
1-Year 8.25 8.50 8.75 9.00 8.63
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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 9.00 9.25 9.50 9.75 9.38
1-Week 9.00 9.25 9.25 9.50 9.25
2-Week 8.75 8.90 9.00 9.50 9.04
1-Month 8.25 8.50 8.75 9.00 8.63
2-Months 8.00 8.25 8.40 8.50 8.29
3-Months 8.00 8.25 8.50 8.75 8.38
4-Months 8.00 8.40 8.50 8.75 8.41
5-Months 8.20 8.50 8.70 8.90 8.58
6-Months 8.25 8.50 8.75 9.00 8.63
9-Months 8.40 8.65 8.90 9.20 8.79
1-Year 9.00 9.25 9.40 9.60 9.31
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PIB Secondary Market Data
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Maturity Yield Range
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0.1 - 0.5 Years 7.80 7.90
0.6 - 1.0 Years 8.05 8.25
1.1 - 1.5 Years 8.10 8.25
1.6 - 2.0 Years 8.25 8.30
2.1 - 2.5 Years 8.25 8.30
2.6 - 3.0 Years 8.30 8.35
3.1 - 3.5 Years 8.30 8.35
3.6 - 4.0 Years 8.35 8.40
4.1 - 4.5 Years 8.35 8.40
4.6 - 5.0 Years 8.40 8.45
5.1 - 5.5 Years 8.40 8.45
5.6 - 6.0 Years 8.40 8.50
6.1 - 6.5 Years 8.45 8.55
6.6 - 7.0 Years 8.45 8.55
7.1 - 7.5 Years 8.50 8.60
7.6 - 8.0 Years 8.50 8.60
8.1 - 8.5 Years 8.55 8.65
8.6 - 9.0 Years 8.55 8.65
15 Years 10.50 11.00
20 Years 11.50 12.00
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FIB Secondary Market Data
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Maturity Yield Range
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0.1 - 0.5 Years 7.90 8.00
0.6 - 1.0 Years 8.15 8.35
1.1 - 1.5 Years 8.20 8.35
1.6 - 2.0 Years 8.35 8.40
2.1 - 2.5 Years 8.35 8.40
2.6 - 3.0 Years 8.40 8.45
3.1 - 3.5 Years 8.40 8.45
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 9.50 10.50
3 Months 9.00 9.50
6 Months 9.25 10.00
12 Months 10.25 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 8.90-9.25
8-15 Days 8.65-8.90
16-30 Days 7.90-8.10
31-60 Days 7.40-7.50
61-90 Days 7.45-7.55
91-120 Days 7.70-7.80
121-180 Days 7.80-7.90
181-270 Days 8.00-8.15
271-365 Days 8.20-8.40
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Kerb Market FX Rate
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Currency Bid Offer
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USD 60.40 60.50
EUR 71.80 72.20
GBP 108.00 108.50
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