  We have numerically simulated the ideal-gas models of trading markets, where
each agent is identified with a gas molecule and each trading as an elastic or
money-conserving two-body collision. Unlike in the ideal gas, we introduce
(quenched) saving propensity of the agents, distributed widely between the
agents ($0 \le \lambda < 1$). The system remarkably self-organizes to a
critical Pareto distribution of money $P(m) \sim m^{-(\nu + 1)}$ with $\nu
\simeq 1$. We analyse the robustness (universality) of the distribution in the
model. We also argue that although the fractional saving ingredient is a bit
unnatural one in the context of gas models, our model is the simplest so far,
showing self-organized criticality, and combines two century-old distributions:
Gibbs (1901) and Pareto (1897) distributions.
