Money market report by Khadim Ali Shah Bukhari & Co on Friday (December 14, 2007).
For Saturday it is expected that money market would trade at the level of 9.00% - 9.50%.
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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 7.50 9.90 7.75 9.90 8.76
1-Week 9.40 9.50 9.50 9.60 9.50
2-Weeks 9.35 9.50 9.45 9.60 9.48
1-Month 9.30 9.45 9.40 9.50 9.41
2-Months 9.25 9.35 9.35 9.45 9.35
3-Months 9.25 9.40 9.30 9.45 9.35
4-Months 9.25 9.40 9.35 9.50 9.38
5-Months 9.30 9.45 9.35 9.50 9.40
6-Months 9.30 9.50 9.40 9.55 9.44
9-Months 9.35 9.45 9.40 9.55 9.44
1-Year 9.35 9.50 9.40 9.55 9.45
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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 7.75 9.90 8.00 10.00 8.91
1-Week 9.50 9.60 9.60 9.75 9.61
2-Weeks 9.40 9.60 9.50 9.75 9.56
1-Month 9.50 9.70 9.60 9.75 9.64
2-Months 9.50 9.70 9.60 9.80 9.65
3-Months 9.50 9.75 9.60 9.80 9.66
4-Months 9.50 9.75 9.60 9.80 9.66
5-Months 9.50 9.90 9.65 9.90 9.74
6-Months 9.60 10.00 9.75 10.10 9.86
9-Months 9.75 10.10 10.00 10.25 10.03
1-Year 9.90 10.25 10.10 10.40 10.16
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Year 9.40 9.50
0.6-1.0 Year 9.45 9.50
1.1-1.5 Year 9.50 9.60
1.6-2.0 Year 9.50 9.65
2.1-2.5 Year 9.55 9.65
2.6-3.0 Year 9.65 9.70
3.1-3.5 Year 9.70 9.75
3.6-4.0 Year 9.70 9.75
4.1-4.5 Year 9.80 9.85
4.6-5.0 Year 9.85 9.90
5.1-5.5 Year 9.90 9.95
5.6-6.0 Year 9.95 10.00
6.1-6.5 Year 10.00 10.05
6.6-7.0 Year 10.00 10.10
7.1-7.5 Year 10.10 10.20
7.6-8.0 Year 10.25 10.35
8.1-8.5 Year 10.30 10.35
8.6-9.0 Year 10.30 10.35
9.5-10.0 Yea 10.35 10.40
15 Years 11.25 11.35
20 Years 11.30 11.40
30 Years 11.50 11.70
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FIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Year 9.40 9.50
0.6-1.0 Year 9.50 9.60
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 9.60 9.80
3 Months 9.65 9.90
6 Months 9.90 10.20
12 Months 10.25 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 9.40-9.50
8-15 Days 9.35-9.45
16-30 Days 9.35-9.40
31-60 Days 9.25-9.30
61-90 Days 9.25-9.35
91-120 Days 9.25-9.35
121-180 Days 9.30-9.35
181-270 Days 9.37-9.40
271-365 Days 9.40-9.44
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Kerb Market FX Rate
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Currency Bid Offer
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USD 61.10 61.20
EUR 89.35 89.55
GBP 124.55 124.75
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