Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (July 29, 2008).
For Wednesday it is expected that money market would trade at the level of 10.00% - 10.50%.
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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 10.00 11.75 10.50 11.90 11.04
1-Week 10.75 11.40 11.25 11.75 11.29
2-Week 11.00 11.50 11.50 11.75 11.44
1-Month 11.00 11.25 11.40 11.60 11.31
2-Months 11.70 11.80 11.85 11.85 11.80
3-Months 11.80 11.90 11.85 11.95 11.88
4-Months 11.80 11.90 11.85 11.95 11.88
5-Months 11.85 11.90 11.90 12.00 11.91
6-Months 11.90 11.95 11.95 12.00 11.95
9-Months 11.90 11.95 11.95 12.00 11.95
1-Year 11.90 11.95 11.95 12.00 11.95
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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 12.00 13.00 12.50 13.50 12.75
1-Week 12.00 13.50 13.00 14.50 13.25
2-Week 12.50 14.00 13.00 14.50 13.50
1-Month 12.50 14.50 13.00 15.00 13.75
2-Months 12.50 14.50 13.00 15.00 13.75
3-Months 13.00 15.00 14.00 15.50 14.38
4-Months 13.00 15.00 14.00 15.50 14.38
5-Months 13.50 15.00 14.00 15.50 14.50
6-Months 14.00 15.25 14.50 15.50 14.81
9-Months 14.25 15.50 14.75 16.00 15.13
1-Year 14.50 15.50 15.00 16.00 15.25
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 12.00 12.25
0.6-1.0 Years 12.40 12.50
1.1-1.5 Years 13.25 13.35
1.6-2.0 Years 13.25 13.35
2.1-2.5 Years 13.30 13.40
2.6-3.0 Years 13.50 13.60
3.1-3.5 Years 13.90 14.00
3.6-4.0 Years 14.10 14.20
4.1-4.5 Years 14.20 14.25
4.6-5.0 Years 14.20 14.30
5.1-5.5 Years 14.20 14.30
5.6-6.0 Years 14.25 14.35
6.1-6.5 Years 14.25 14.35
6.6-7.0 Years 14.30 14.40
7.1-7.5 Years 14.40 14.45
7.6-8.0 Years 14.40 14.45
8.1-8.5 Years 14.45 14.50
8.6-9.0 Years 14.45 14.50
9.1-9.5 Years 14.50 14.70
9.5-10.0 Years 14.50 14.70
15 Years 15.00 15.20
20 Years 15.20 15.30
30 Years 15.30 14.50
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 14.00 14.50
3 Months 14.50 15.50
6 Months 15.50 17.00
12 Months 15.50 17.00
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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 11.00-11.50
8-15 Days 11.00-11.50
16-30 Days 11.50-11.65
31-60 Days 11.60-11.70
61-90 Days 11.70-11.80
91-120 Days 11.80-11.90
121-180 Days 11.90-11.95
181-270 Days 11.90-12.10
271-365 Days 11.90-12.10
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Kerb Market FX Rate
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Currency Bid Offer
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USD 71.70 72.10
EUR 113.00 114.00
GBP 143.00 144.00
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