Money market report by Khadim Ali Shah Bukhari & Co on Thursday (July 27, 2006).
As for Friday it is expected that money market would remain within the band of 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 8.20 8.50 8.40 8.70 8.45
2-Weeks 8.25 8.60 8.50 8.75 8.53
1-Month 8.20 8.50 8.40 8.65 8.44
2-Months 8.35 8.65 8.45 8.75 8.55
3-Months 8.35 8.70 8.50 8.80 8.59
4-Months 8.40 8.75 8.60 8.80 8.64
5-Months 8.50 8.75 8.65 8.80 8.68
6-Months 8.55 8.75 8.65 8.85 8.70
9-Months 8.60 8.80 8.70 8.90 8.75
1-Year 8.70 8.80 8.75 8.90 8.79
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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 9.25 9.50 9.25
1-Week 9.00 9.50 9.25 9.75 9.38
2-Weeks 9.00 9.50 9.25 9.75 9.38
1-Month 9.25 9.50 9.50 10.00 9.56
2-Months 9.50 9.75 9.90 10.25 9.85
3-Months 9.50 10.00 9.75 10.25 9.88
4-Months 9.50 10.00 10.00 10.50 10.00
5-Months 9.75 10.25 10.25 10.50 10.19
6-Months 10.00 10.50 10.25 10.75 10.38
9-Months 10.25 10.50 10.50 11.00 10.56
1-Year 10.50 11.00 11.00 11.50 11.00
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 8.60 8.70
0.6-1.0 Years 8.80 8.90
1.1-1.5 Years 8.90 9.05
1.6-2.0 Years 9.20 9.30
2.1-2.5 Years 9.20 9.30
2.6-3.0 Years 9.25 9.35
3.1-3.5 Years 9.20 9.40
3.6-4.0 Years 9.35 9.45
4.1-4.5 Years 9.40 9.45
4.6-5.0 Years 9.50 9.60
5.1-5.5 Years 9.55 9.60
5.6-6.0 Years 9.55 9.65
6.1-6.5 Years 9.60 9.65
6.6-7.0 Years 9.55 9.65
7.1-7.5 Years 9.55 9.65
7.6-8.0 Years 9.60 9.70
8.1-8.5 Years 9.60 9.70
9.5-10.0 Years 9.80 9.85
15 Years 10.50 11.00
20 Years 10.75 11.25
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FIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 8.60 8.70
0.6-1.0 Years 8.80 8.90
1.1-1.5 Years 8.90 9.05
1.6-2.0 Years 9.20 9.30
2.1-2.5 Years 9.20 9.30
2.6-3.0 Years 9.25 9.35
3.1-3.5 Years 9.20 9.40
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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 10.25 10.75
6 Months 10.50 11.00
12 Months 11.00 12.00
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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 8.50-9.00
8-15 Days 8.50-8.75
16-30 Days 8.40-8.60
31-60 Days 8.40-8.60
61-90 Days 8.35-8.45
91-120 Days 8.50-8.65
121-180 Days 8.50-8.65
181-270 Days 8.65-8.70
271-365 Days 8.70-8.75
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Kerb Market FX Rate
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Currency Bid Offer
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USD 60.90 61.00
EUR 77.10 77.30
GBP 112.30 112.60
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