Money market report by Khadim Ali Shah Bukhari & Co on Friday (July 08, 2005).
=================================================================
Repo Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 6.75 8.75 7.25 8.90 7.91
1-Week 7.25 7.40 7.50 7.75 7.48
2-Week 7.25 7.50 7.50 8.00 7.56
1-Month 7.60 7.65 7.90 8.00 7.79
2-Months 7.55 7.70 7.80 7.90 7.74
3-Months 7.50 7.60 7.70 7.80 7.65
4-Months 7.65 7.75 7.75 8.00 7.79
5-Months 7.75 7.90 8.00 8.25 7.98
6-Months 8.00 8.15 8.20 8.35 8.18
9-Months 8.20 8.30 8.40 8.60 8.38
1-Year 8.40 8.45 8.70 8.80 8.59
=================================================================
Call Rates (Yield p a)
-----------------------------------------------------------------
Tenor Low Bid High Bid Low Offer High Offer Average
=================================================================
Overnight 7.00 8.90 7.50 9.00 8.10
1-Week 7.50 7.75 7.80 8.00 7.76
2-Week 7.50 8.00 7.70 8.50 7.93
1-Month 7.75 8.00 8.10 8.40 8.06
2-Months 7.70 7.90 8.20 8.40 8.05
3-Months 7.80 8.25 8.50 8.90 8.36
4-Months 8.00 8.20 8.60 8.90 8.43
5-Months 8.30 8.40 8.85 9.10 8.66
6-Months 8.50 8.80 9.00 9.25 8.89
9-Months 8.75 9.00 9.00 9.25 9.00
1-Year 9.00 9.25 9.50 9.75 9.38
=================================================================
=================================
PIB Secondary Market Data
---------------------------------
Maturity Yield Range
=================================
0.1-0.5 Years 8.25 8.30
0.6-1.0 Years 8.50 8.55
1.1-1.5 Years 8.50 8.60
1.6-2.0 Years 8.50 8.65
2.1-2.5 Years 8.55 8.65
2.6-3.0 Years 8.55 8.65
3.1-3.5 Years 8.60 8.65
3.6-4.0 Years 8.60 8.70
4.1-4.5 Years 8.60 8.70
4.6-5.0 Years 8.60 8.70
5.1-5.5 Years 8.65 8.75
5.6-6.0 Years 8.70 8.75
6.1-6.5 Years 8.70 8.80
6.6-7.0 Years 8.75 8.80
7.1-7.5 Years 8.75 8.80
7.6-8.0 Years 8.80 8.85
8.1-8.5 Years 8.80 8.85
8.6-9.0 Years 8.80 8.95
15 Years 10.35 11.00
20 Years 11.35 12.00
=================================
FIB Secondary Market Data
---------------------------------
Maturity Yield Range
=================================
0.1-0.5 Years 8.35 8.40
0.6-1.0 Years 8.60 8.65
1.1-1.5 Years 8.60 8.70
1.6-2.0 Years 8.60 8.75
2.1-2.5 Years 8.65 8.75
2.6-3.0 Years 8.65 8.75
3.1-3.5 Years 8.70 8.75
=================================
Clean Deposit Market
---------------------------------
Tenor Range (% p a)
=================================
1 Month 9.00 9.40
3 Months 8.75 9.25
6 Months 9.25 9.75
12 Months 10.00 10.50
=================================
T-Bill Secondary Market Data
=================================
3 Months, 6 Months &
12 Months Instruments
=================================
Days to Maturity Yield Range %
=================================
0-7 Days 8.00-8.25
8-15 Days 7.60-8.00
16-30 Days 7.75-8.00
31-60 Days 7.60-7.80
61-90 Days 7.60-7.80
91-120 Days 7.70-7.90
121-180 Days 7.90-8.00
181-270 Days 8.20-8.40
271-365 Days 8.50-8.60
=================================
Kerb Market FX Rate
---------------------------------
Currency Bid Offer
---------------------------------
USD 60.40 60.50
EUR 71.50 71.80
GBP 105.35 105.70
=================================