Money market report by Khadim Ali Shah Bukhari & Co on Wednesday (February 20,2008).
For Thursday it is expected that money market would trade at the level of 10.40%.
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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 0.40 10.45 10.40 10.45 10.43
1-Week 9.75 10.20 10.00 10.30 10.06
2-Weeks 9.60 9.90 9.75 10.00 9.81
1-Month 9.50 9.75 9.65 9.80 9.68
2-Months 9.40 9.50 9.50 9.60 9.50
3-Months 9.40 9.55 9.50 9.75 9.55
4-Months 9.50 9.65 9.65 9.75 9.64
5-Months 9.50 9.75 9.65 9.80 9.68
6-Months 9.55 9.75 9.70 9.90 9.73
9-Months 9.60 9.80 9.70 9.90 9.75
1-Year 9.65 9.80 9.75 9.90 9.78
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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 10.40 10.75 10.50 11.00 10.66
1-Week 10.00 10.25 10.25 10.50 10.25
2-Weeks 9.75 10.00 10.00 10.25 10.00
1-Month 9.75 10.00 9.90 10.20 9.96
2-Months 9.75 10.10 10.00 10.25 10.03
3-Months 9.75 10.25 10.00 10.40 10.10
4-Months 9.75 10.25 10.00 10.40 10.10
5-Months 9.90 10.30 10.20 10.50 10.23
6-Months 10.00 10.30 10.25 10.50 10.26
9-Months 10.00 10.40 10.25 10.50 10.29
1-Year 10.10 10.50 10.30 10.60 10.38
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Year 9.60 9.70
0.6-1.0 Year 9.60 9.70
1.1-1.5 Year 9.70 9.75
1.6-2.0 Year 9.80 9.90
2.1-2.5 Year 9.90 10.00
2.6-3.0 Year 10.10 10.20
3.1-3.5 Year 10.10 10.20
3.6-4.0 Year 10.15 10.25
4.1-4.5 Year 10.20 10.30
4.6-5.0 Year 10.50 10.60
5.1-5.5 Year 10.60 10.70
5.6-6.0 Year 10.60 10.70
6.1-6.5 Year 10.70 10.80
6.6-7.0 Year 10.70 10.80
7.1-7.5 Year 10.75 10.85
7.6-8.0 Year 10.85 10.95
8.1-8.5 Year 10.85 10.95
8.6-9.0 Year 10.90 11.00
9.1-9.5 Year 10.90 11.00
9.5-10.0 Yea 11.15 11.30
15 Years 11.75 11.85
20 Years 12.00 12.20
30 Years 12.30 12.40
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 9.75 10.25
3 Months 10.00 10.25
6 Months 10.25 10.75
12 Months 10.50 11.00
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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 8.75-9.25
8-15 Days 9.10-9.40
16-30 Days 9.25-9.40
31-60 Days 9.40-9.50
61-90 Days 9.40-9.50
91-120 Days 9.50-9.60
121-180 Days 9.60-9.75
181-270 Days 9.75-9.80
271-365 Days 9.90-9.95
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Kerb Market FX Rate
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Currency Bid Offer
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USD 62.95 63.05
EUR 91.90 92.10
GBP 121.60 121.80
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