Money market report by Khadim Ali Shah Bukhari & Co on Thursday (July 03, 2008).
For Friday it is expected that money market would trade at the level of 7.50% -- 8.50%.
================================================================= Repo Rates (Yield p a) ----------------------------------------------------------------- Tenor Low Bid High Bid Low Offer High Offer Average ================================================================= Overnight 3.00 9.00 4.00 9.50 6.38 1-Week 9.50 9.75 9.75 10.10 9.78 2-Week 9.90 10.25 10.25 10.40 10.20 1-Month 10.25 10.60 10.50 10.70 10.51 2-Months 11.25 11.40 11.40 11.50 11.39 3-Months 11.35 11.50 11.50 11.60 11.49 4-Months 11.40 11.50 11.50 11.65 11.51 5-Months 11.45 11.55 11.55 11.65 11.55 6-Months 11.45 11.60 11.55 11.70 11.58 9-Months 11.50 11.60 11.60 11.70 11.60 1-Year 11.50 11.65 11.60 11.80 11.64 ================================================================= Call Rates (Yield p a) ----------------------------------------------------------------- Tenor Low Bid High Bid Low Offer High Offer Average ================================================================= Overnight 8.00 10.25 8.50 10.75 9.38 1-Week 10.00 11.50 11.00 12.50 11.25 2-Week 11.00 12.50 12.00 13.00 12.13 1-Month 12.00 13.50 13.00 14.00 13.13 2-Months 12.00 14.00 13.00 14.50 13.38 3-Months 12.50 14.50 13.50 15.00 13.88 4-Months 13.00 14.50 14.00 15.00 14.13 5-Months 13.50 14.50 14.00 15.50 14.38 6-Months 14.00 14.75 14.50 15.50 14.69 9-Months 14.25 15.00 14.75 16.00 15.00 1-Year 14.50 15.50 15.00 16.00 15.25 ================================================================= ================================ PIB Secondary Market Data -------------------------------- Maturity Yield Range ================================ 0.1- 0.5 Years 11.25 11.40 0.6- 1.0 Years 11.75 11.90 1.1- 1.5 Years 12.00 12.20 1.6- 2.0 Years 12.30 12.60 2.1- 2.5 Years 12.40 12.60 2.6- 3.0 Years 12.75 12.85 3.1- 3.5 Years 12.75 12.85 3.6- 4.0 Years 12.80 12.90 4.1- 4.5 Years 12.80 12.90 4.6- 5.0 Years 12.85 12.95 5.1- 5.5 Years 12.85 12.95 5.6- 6.0 Years 12.90 12.95 6.1- 6.5 Years 12.90 13.00 6.6- 7.0 Years 12.95 13.00 7.1- 7.5 Years 12.95 13.05 7.6- 8.0 Years 13.00 13.10 8.1- 8.5 Years 13.00 13.15 8.6- 9.0 Years 13.05 13.20 9.1- 9.5 Years 13.20 13.35 9.5- 10.0Years 13.25 13.40 15 Years 13.40 13.70 20 Years 13.70 13.90 30 Years 13.75 14.00 ================================ Clean Deposit Market -------------------------------- Tenor Range (% p a) ================================ 1 Month 13.00 14.00 3 Months 14.00 15.00 6 Months 14.50 16.50 12 Months 15.00 17.00 ================================ T-Bill Secondary Market Data ================================ 3 Months, 6 Months & 12 Months Instruments ================================ Days to Maturity Yield Range % ================================ 0-7 Days 10.50-11.00 8-15 Days 10.75-11.25 16-30 Days 11.10-11.30 31-60 Days 11.20-11.35 61-90 Days 11.35-11.45 91-120 Days 11.40-11.50 121-180 Days 11.45-11.55 181-270 Days 11.60-11.70 271-365 Days 11.70-11.75 ================================ Kerb Market FX Rate -------------------------------- Currency Bid Offer -------------------------------- USD 69.00 69.20 EUR 108.00 108.40 GBP 136.00 136.40 ================================