Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (July 13, 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 6.00 8.90 6.50 8.90 7.58
1-Week 6.50 6.75 7.00 7.25 6.88
2-Week 7.00 7.50 7.75 8.00 7.56
1-Month 7.25 7.50 7.75 8.00 7.63
2-Months 7.40 7.60 7.70 7.85 7.64
3-Months 7.50 7.75 7.85 8.15 7.81
4-Months 7.75 7.85 8.00 8.25 7.96
5-Months 7.85 8.00 8.10 8.35 8.08
6-Months 7.90 8.10 8.25 8.50 8.19
9-Months 8.20 8.35 8.45 8.65 8.41
1-Year 8.40 8.45 8.70 9.00 8.64
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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 6.50 9.00 7.00 9.00 7.88
1-Week 7.00 7.25 7.50 7.75 7.38
2-Week 7.50 7.75 8.00 8.25 7.88
1-Month 7.80 8.30 8.25 8.70 8.26
2-Months 8.20 8.50 8.60 8.90 8.55
3-Months 8.10 8.60 8.50 9.00 8.55
4-Months 8.30 8.50 8.60 8.90 8.58
5-Months 8.40 8.60 8.75 9.00 8.69
6-Months 8.50 8.70 9.00 9.25 8.86
9-Months 8.60 8.80 9.00 9.25 8.91
1-Year 8.75 9.00 9.25 9.50 9.13
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 8.30 8.40
0.6-1.0 Years 8.40 8.50
1.1-1.5 Years 8.50 8.55
1.6-2.0 Years 8.50 8.60
2.1-2.5 Years 8.55 8.65
2.6-3.0 Years 8.55 8.65
3.1-3.5 Years 8.60 8.65
3.6-4.0 Years 8.60 8.70
4.1-4.5 Years 8.65 8.70
4.6-5.0 Years 8.65 8.75
5.1-5.5 Years 8.70 8.75
5.6-6.0 Years 8.70 8.75
6.1-6.5 Years 8.75 8.80
6.6-7.0 Years 8.75 8.80
7.1-7.5 Years 8.80 8.85
7.6-8.0 Years 8.80 8.90
8.1-8.5 Years 8.85 8.95
8.6-9.0 Years 8.85 9.00
15 Years 10.40 11.00
20 Years 11.25 11.50
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FIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 7.90 8.00
0.6-1.0 Years 8.50 8.60
1.1-1.5 Years 8.60 8.65
1.6-2.0 Years 8.60 8.70
2.1-2.5 Years 8.65 8.75
2.6-3.0 Years 8.65 8.75
3.1-3.5 Years 8.70 8.75
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 8.50 9.00
3 Months 9.25 9.50
6 Months 9.25 9.75
12 Months 10.00 10.50
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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 6.75-7.25
8-15 Days 7.15-7.35
16-30 Days 7.35-7.60
31-60 Days 7.50-7.75
61-90 Days 7.50-7.70
91-120 Days 7.65-7.75
121-180 Days 7.80-7.95
181-270 Days 8.10-8.30
271-365 Days 8.55-8.60
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Kerb Market FX Rate
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Currency Bid Offer
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USD 60.45 60.50
EUR 73.45 73.50
GBP 106.60 106.70
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