Money market report by Khadim Ali Shah Bukhari & Co on Saturday (September 27, 2008).
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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 4.00 12.90 4.50 12.90 8.58
1-Week 11.50 12.00 11.75 12.10 11.84
2-Week 12.00 12.25 12.20 12.50 12.24
1-Month 12.25 12.40 12.40 12.60 12.41
2-Months 12.40 12.60 12.55 12.65 12.55
3-Months 12.45 12.60 12.60 12.70 12.59
4-Months 12.45 12.60 12.60 12.70 12.59
5-Months 12.45 12.60 12.60 12.70 12.59
6-Months 12.50 12.65 12.60 12.70 12.61
9-Months 12.50 12.65 12.60 12.70 12.61
1-Year 12.55 12.65 12.65 12.75 12.65
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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 10.00 18.00 11.00 19.00 14.50
1-Week 12.50 15.00 13.00 16.00 14.13
2-Week 12.50 14.00 13.00 15.00 13.63
1-Month 13.00 15.50 13.50 16.00 14.50
2-Months 13.50 15.00 14.00 15.50 14.50
3-Months 13.50 15.00 14.00 15.50 14.50
4-Months 13.50 15.00 13.75 15.50 14.44
5-Months 13.50 15.25 14.00 15.75 14.63
6-Months 13.50 15.25 14.00 15.75 14.63
9-Months 13.75 15.50 14.50 16.00 14.94
1-Year 13.75 15.50 14.50 16.00 14.94
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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 13.75 14.00
3.1-3.5 Years 13.80 14.00
3.6-4.0 Years 13.90 14.10
4.1-4.5 Years 13.90 14.10
4.6-5.0 Years 13.95 14.15
5.1-5.5 Years 14.00 14.10
5.6-6.0 Years 14.00 14.15
6.1-6.5 Years 14.05 14.20
6.6-7.0 Years 14.10 14.25
7.1-7.5 Years 14.15 14.25
7.6-8.0 Years 14.25 14.30
8.1-8.5 Years 14.25 14.45
8.6-9.0 Years 14.25 14.45
9.1-9.5 Years 14.25 14.50
9.5--10.0 Years 14.30 14.60
15 Years 14.70 14.90
20 Years 14.75 15.20
30 Years 15.00 15.25
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 15.00 16.00
3 Months 14.75 15.50
6 Months 15.25 15.75
12 Months 15.50 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 12.00-12.50
8-15 Days 11.75-12.25
16-30 Days 12.50-12.75
31-60 Days 12.40-12.60
61-90 Days 12.55-12.65
91-120 Days 12.55-12.65
121-180 Days 12.60-12.70
181-270 Days 12.65-12.75
271-365 Days 12.65-12.80
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Kerb Market FX Rate
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Currency Bid Offer
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USD 78.10 78.30
EUR 113.30 114.30
GBP 142.60 143.60
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