Money market report by Khadim Ali Shah Bukhari & Co on Monday (September 19, 2005).
Keeping in view of today's interbank market we believe that on Tuesday overnight repo rates will remain at 8.50% - 8.90%.
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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 8.00 8.75 8.25 8.90 8.48
1-Week 7.75 8.00 8.00 8.25 8.00
2-Week 7.85 8.00 8.05 8.25 8.04
1-Month 7.80 8.00 8.05 8.15 8.00
2-Months 7.80 8.00 8.05 8.20 8.01
3-Months 7.85 8.05 8.10 8.25 8.06
4-Months 7.90 8.10 8.20 8.35 8.14
5-Months 8.00 8.15 8.25 8.40 8.20
6-Months 8.10 8.25 8.30 8.45 8.28
9-Months 8.25 8.50 8.40 8.60 8.44
1-Year 8.45 8.65 8.70 8.80 8.65
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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 8.50 9.00 8.90 9.15 8.89
1-Week 8.00 8.25 8.50 8.75 8.38
2-Week 8.10 8.25 8.30 8.65 8.33
1-Month 8.25 8.75 8.75 9.00 8.69
2-Months 8.30 8.75 8.75 9.00 8.70
3-Months 8.25 9.00 8.60 9.25 8.78
4-Months 8.40 9.00 8.50 9.25 8.79
5-Months 8.40 9.00 8.80 9.35 8.89
6-Months 8.50 9.25 8.75 9.50 9.00
9-Months 8.75 9.40 9.20 9.60 9.24
1-Year 9.00 9.50 9.60 9.75 9.46
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 8.25 8.40
0.6-1.0 Years 8.50 8.70
1.1-1.5 Years 8.80 8.95
1.6-2.0 Years 8.90 9.05
2.1-2.5 Years 8.90 9.00
2.6-3.0 Years 8.95 9.10
3.1-3.5 Years 9.00 9.10
3.6-4.0 Years 9.05 9.15
4.1-4.5 Years 9.05 9.15
4.6-5.0 Years 9.10 9.20
5.1-5.5 Years 9.20 9.25
5.6-6.0 Years 9.25 9.30
6.1-6.5 Years 9.25 9.40
6.6-7.0 Years 9.30 9.45
7.1-7.5 Years 9.30 9.40
7.6-8.0 Years 9.25 9.35
8.1-8.5 Years 9.20 9.30
8.6-9.0 Years 9.03 9.08
15 Years 10.75 11.50
20 Years 11.75 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 7.85 8.00
0.6-1.0 Years 8.50 8.65
1.1-1.5 Years 8.80 8.90
1.6-2.0 Years 9.00 9.15
2.1-2.5 Years 9.00 9.10
2.6-3.0 Years 9.05 9.20
3.1-3.5 Years 9.10 9.20
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Clean Deposit Market
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Tenor Range (% p a)
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01 Month 9.00 9.25
03 Months 9.25 9.50
06 Months 9.60 10.00
12 Months 9.75 10.25
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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 8.00-8.50
8-15 Days 7.90-8.60
16-30 Days 7.95-8.15
31-60 Days 8.05-8.20
61-90 Days 8.05-8.25
91-120 Days 8.10-8.30
121-180 Days 8.10-8.35
181-270 Days 8.60-8.75
271-365 Days 8.75-8.90
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Kerb Market FX Rate
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Currency Bid Offer
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USD 60.10 60.10
EUR 72.75 72.85
GBP 107.90 108.00
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