Money market report by Khadim Ali Shah Bukhari & Co on Friday (May 27, 2005).
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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 0.25 3.00 0.50 3.50 1.81
1-Week 4.00 4.50 4.25 5.00 4.44
2-Week 4.50 5.00 4.85 5.50 4.96
1-Month 6.00 6.25 6.50 6.75 6.38
2-Months 7.00 7.25 7.50 7.75 7.38
3-Months 7.15 7.40 7.65 7.85 7.51
4-Months 7.25 7.50 7.75 8.00 7.63
5-Months 7.50 7.75 7.85 8.25 7.84
6-Months 7.75 8.00 8.25 8.50 8.13
9-Months 8.00 8.25 8.50 8.75 8.38
1-Year 8.25 8.50 8.75 9.00 8.63
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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 0.75 3.50 1.00 4.00 2.31
1-Week 4.50 5.00 4.75 5.50 4.94
2-Week 5.00 5.50 5.35 6.00 5.46
1-Month 6.50 6.75 7.00 7.25 6.88
2-Months 7.25 7.50 7.75 8.00 7.63
3-Months 7.50 7.75 8.00 8.25 7.88
4-Months 7.60 7.90 8.20 8.40 8.03
5-Months 7.75 8.00 8.25 8.50 8.13
6-Months 8.00 8.25 8.50 8.75 8.38
9-Months 8.25 8.50 8.75 9.00 8.63
1-Year 8.50 8.75 9.00 9.25 8.88
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PIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 8.00 8.25
0.6-1.0 Years 8.25 8.50
1.1-1.5 Years 8.50 8.75
1.6-2.0 Years 8.75 9.00
2.1-2.5 Years 8.90 9.20
2.6-3.0 Years 9.05 9.15
3.1-3.5 Years 9.10 9.30
3.6-4.0 Years 9.25 9.35
4.1-4.5 Years 9.30 9.60
4.6-5.0 Years 9.45 9.70
5.6-6.0 Years 9.65 9.95
6.1-6.5 Years 9.70 9.85
6.6-7.0 Years 9.75 10.00
7.1-7.5 Years 9.80 10.05
7.6-8.0 Years 9.70 9.90
8.1-8.5 Years 9.80 10.05
8.6-9.0 Years 10.00 10.20
15 Years 11.55 11.90
20 Years 12.55 12.90
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FIB Secondary Market Data
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Maturity Yield Range
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0.1-0.5 Years 8.10 8.35
0.6-1.0 Years 8.35 8.60
1.1-1.5 Years 8.60 8.85
1.6-2.0 Years 8.85 9.10
2.1-2.5 Years 9.00 9.30
2.6-3.0 Years 9.15 9.25
3.1-3.5 Years 9.20 9.40
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Clean Deposit Market
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Tenor Range (% p a)
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1 Month 8.75 9.75
3 Months 9.25 10.00
6 Months 9.50 10.50
12 Months 10.00 11.00
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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 5.20-5.65
8-15 Days 5.85-6.15
16-30 Days 6.65-6.90
31-60 Days 7.20-7.35
61-90 Days 7.30-7.60
91-120 Days 7.60-7.80
121-180 Days 7.70-7.90
181-270 Days 8.00-8.20
271-365 Days 8.10-8.30
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Kerb Market FX Rate
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Currency Bid Offer
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USD 60.75 60.85
EUR 76.60 76.80
GBP 111.60 111.80
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