Money market report by Khadim Ali Shah Bukhari & Co on Monday (April 23, 2007).
For Tuesday it is expected that money market would remain within the band of 8.00% - 8.50%.
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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 9.00 8.50
1-Week 8.30 8.50 8.50 8.70 8.50
2-Weeks 8.40 8.60 8.60 8.70 8.58
1-Month 8.60 8.70 8.70 8.80 8.70
2-Months 8.70 8.85 8.80 8.95 8.83
3-Months 8.75 8.85 8.80 8.95 8.84
4-Months 8.80 8.90 8.85 9.00 8.89
5-Months 8.80 9.00 8.90 9.00 8.93
6-Months 8.85 9.00 8.90 9.10 8.96
9-Months 8.85 9.10 9.00 9.15 9.03
1-Year 8.90 9.10 9.10 9.20 9.08
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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 8.25 9.00 8.50 9.25 8.75
1-Week 8.75 9.00 9.00 9.25 9.00
2-Weeks 8.75 9.00 9.00 9.25 9.00
1-Month 9.00 9.25 9.25 9.50 9.25
2-Months 9.25 10.00 9.50 10.25 9.75
3-Months 9.50 10.00 9.75 10.25 9.88
4-Months 9.50 10.00 9.75 10.25 9.88
5-Months 9.75 10.25 10.00 10.50 10.13
6-Months 9.75 10.25 10.00 10.50 10.13
9-Months 10.00 10.50 10.50 11.00 10.50
1-Year 10.25 10.75 10.50 11.00 10.63
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 9.00 9.15
0.6-1.0 Years 9.00 9.20
1.1-1.5 Years 9.10 9.25
1.6-2.0 Years 9.25 9.30
2.1-2.5 Years 9.25 9.30
2.6-3.0 Years 9.30 9.35
3.1-3.5 Years 9.50 9.60
3.6-4.0 Years 9.60 9.70
4.1-4.5 Years 9.70 9.80
4.6-5.0 Years 9.80 9.90
5.1-5.5 Years 9.80 9.90
5.6-6.0 Years 9.85 9.95
6.1-6.5 Years 9.85 9.95
6.6-7.0 Years 9.90 10.00
7.1-7.5 Years 9.90 10.00
8.6-9.0 Years 10.00 10.05
9.1-9.5 Years 10.00 10.05
9.5-10.0 Years 10.10 10.15
15 Years 10.60 10.90
20 Years 11.30 11.60
30 Years 11.40 11.90
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FIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 9.00 9.15
0.6-1.0 Years 9.00 9.20
1.1-1.5 Years 9.10 9.25
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 9.25 9.75
3 Months 10.00 10.25
6 Months 10.50 11.00
12 Months 11.00 11.50
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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 9.00-9.40
8-15 Days 8.90-9.25
16-30 Days 8.90-9.10
31-60 Days 8.75-9.00
61-90 Days 8.65-8.75
91-120 Days 8.75-8.80
121-180 Days 8.75-8.85
181-270 Days 8.85-8.95
271-365 Days 8.95-9.00
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Kerb Market FX Rate
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Currency Bid Offer
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USD 60.77 60.82
EUR 82.15 82.25
GBP 121.15 121.25
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