Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (July 15, 2008).
For Wednesday it is expected that money market would trade at the level of 9.00% - 10.00%.
================================================================= Repo Rates (Yield p a) ----------------------------------------------------------------- Tenor Low Bid High Bid Low Offer High Offer Average ================================================================= Overnight 10.00 11.75 10.50 11.90 11.04 1-Week 10.10 10.30 10.25 10.40 10.26 2-Week 10.10 10.25 10.25 10.40 10.25 1-Month 10.30 10.50 10.50 10.60 10.48 2-Months 11.40 10.50 11.50 11.60 11.25 3-Months 11.50 11.55 11.55 11.60 11.55 4-Months 11.50 11.60 11.60 11.70 11.60 5-Months 11.50 11.60 11.60 11.70 11.60 6-Months 11.50 11.65 11.60 11.70 11.61 9-Months 11.50 11.65 11.60 11.70 11.61 1-Year 11.55 11.70 11.65 11.80 11.68 ================================================================= Call Rates (Yield p a) ----------------------------------------------------------------- Tenor Low Bid High Bid Low Offer High Offer Average ================================================================= Overnight 12.00 13.25 12.50 13.50 12.81 1-Week 11.50 13.00 12.00 13.50 12.50 2-Week 11.50 13.00 12.00 13.50 12.50 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 11.60 11.80 0.6-1.0 Years 11.75 11.90 1.1-1.5 Years 12.50 12.75 1.6-2.0 Years 12.90 13.00 2.1-2.5 Years 12.90 13.10 2.6-3.0 Years 12.90 13.10 3.1-3.5 Years 13.00 13.15 3.6-4.0 Years 13.00 13.20 4.1-4.5 Years 13.00 13.25 4.6-5.0 Years 13.10 13.35 5.1-5.5 Years 13.20 13.40 5.6-6.0 Years 13.20 13.40 6.1-6.5 Years 13.30 13.50 6.6-7.0 Years 13.30 13.45 7.1-7.5 Years 13.35 13.45 7.6-8.0 Years 13.40 13.50 8.1-8.5 Years 13.60 13.70 8.6-9.0 Years 13.70 13.80 9.1-9.5 Years 13.80 14.00 9.5-10.0 Years 13.75 13.90 15 Years 14.10 14.30 20 Years 14.30 14.50 30 Years 14.50 14.60 ================================ 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 10.25-10.75 8-15 Days 10.50-11.00 16-30 Days 11.20-11.40 31-60 Days 11.20-11.35 61-90 Days 11.45-11.55 91-120 Days 11.50-11.60 121-180 Days 11.50-11.65 181-270 Days 11.60-11.70 271-365 Days 11.70-11.75 ================================ Kerb Market FX Rate -------------------------------- Currency Bid Offer -------------------------------- USD 70.50 71.00 EUR 111.30 112.30 GBP 139.70 140.70 ================================