Money market report by Khadim Ali Shah Bukhari & Co on Tuesday (August 26, 2008).
For Wednesday it is expected that money market would trade at the level of 11.25% -12.00%.
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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 11.00 12.50 11.50 12.75 11.94
1-Week 12.20 12.40 12.30 12.50 12.35
2-Week 12.00 12.30 12.25 12.40 12.24
1-Month 12.00 12.30 12.25 12.40 12.24
2-Months 12.00 12.20 12.10 12.30 12.15
3-Months 12.00 12.25 12.10 12.30 12.16
4-Months 12.00 12.25 12.10 12.30 12.16
5-Months 12.00 12.25 12.20 12.30 12.19
6-Months 12.10 12.25 12.20 12.35 12.23
9-Months 12.10 12.25 12.25 12.35 12.24
1-Year 12.10 12.25 12.25 12.40 12.25
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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 11.50 14.00 12.00 14.25 12.94
1-Week 12.90 14.00 13.25 14.50 13.66
2-Week 13.00 14.00 13.25 14.50 13.69
1-Month 12.75 14.00 13.25 14.25 13.56
2-Months 13.00 14.00 13.50 14.50 13.75
3-Months 13.00 14.50 13.50 15.00 14.00
4-Months 13.25 14.50 13.75 15.00 14.13
5-Months 13.25 14.75 14.00 15.25 14.31
6-Months 13.50 15.00 14.00 15.50 14.50
9-Months 13.75 15.00 14.50 15.50 14.69
1-Year 14.00 15.50 14.75 15.75 15.00
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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 13.40 13.70
3.1-3.5 Years 13.50 13.70
3.6-4.0 Years 13.60 13.85
4.1-4.5 Years 13.65 13.90
4.6-5.0 Years 13.65 13.90
5.1-5.5 Years 13.85 14.00
5.6-6.0 Years 13.85 14.10
6.1-6.5 Years 13.90 14.20
6.6-7.0 Years 13.95 14.20
7.1-7.5 Years 13.95 14.25
7.6-8.0 Years 14.00 14.30
8.1-8.5 Years 14.10 14.35
8.6-9.0 Years 14.20 14.35
9.1-9.5 Years 14.20 14.40
9.5-10.0 Years 14.15 14.25
15 Years 14.70 14.90
20 Years 15.00 15.20
30 Years 15.10 15.30
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 13.50 14.50
3 Months 14.00 15.00
6 Months 14.50 15.50
12 Months 15.00 16.00
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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 12.25-12.50
8-15 Days 12.20-12.40
16-30 Days 12.10-12.30
31-60 Days 12.10-12.30
61-90 Days 12.15-12.35
91-120 Days 12.20-12.35
121-180 Days 12.25-12.40
181-270 Days 12.25-12.40
271-365 Days 12.30-12.45
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Kerb Market FX Rate
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Currency Bid Offer
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USD 76.30 76.60
EUR 111.50 112.50
GBP 139.80 140.80
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