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TREASURY UPDATE –FORTNIGHT ENDED 6th May 2022
LIQUIDITY WATCH:
Liquidity Indicators Open High Low Close
TREPS (%) 3.69 4.40 3.65 4.19
CALL (%) 3.80 4.40 2.90 4.20
(Rs in Cr) As on 6th May 2022 As on 29th April 2022
Fixed Rate Repo / LTRO at 4.00-5.15% 86,748.00 86,748.00
Standing Deposit Facility at 4.15% 1,97,576.00 110,806.00
Variable Rate Repo 0 0
Variable Rate Reverse Repo at 4.39% 3,88,289.00 5,01,911.00
Marginal Standing Facility 28,086.23 28,879.23
Net System Liquidity 4,71,030.77 4,97,089.77












MONEY MARKET (%)
T-Bill Cut-off Current Previous
91 – Days 4.0290 3.9799
182- Days 4.4325 4.3999
364 – Days 4.8351 4.8102
Certificate of Deposits Yield 6th May’22 29th April’22
3-Month 4.70 4.10
1-year 5.85 5.05
Commercial Paper Yield 6th May’22 29th April’22
3-Month 5.05 4.25
1-year 6.05 5.30

DEBT MARKET
GOVERNMENT SECURITIES (%)
Security Open High Low Close
CG 2027 (5-Year) 6.75 7.27 6.75 7.27
CG 2032 (10- Year) 7.04 7.45 7.04 7.45





INFLATION:
Inflation  
 
Period
Category Y.O.Y (%) Previous Month figures (%) Same period last year (%)
Wholesale Price Index (WPI) Mar-2022 All Commodities 14.55 13.11 7.89
Consumer Price Index (CPI) Mar-2022  
Combined
6.95 6.07 5.52

KEY EVENTS AHEAD:
Index Industrial Production for March 2022

12th May 2022

CPI Inflation for April 2022

12th May 2022

WPI Inflation for April 2022

17th May 2022


TREASURY BOND YIELDS (%)
 
6th May ‘22 29th April ‘22
US 10-Year 3.13 2.94
UK 10-Year 1.995 1.91




6th May ‘22 29th April ‘22
US Fed Funds Rate 0.75-1.00 0.25-0.50
Euro Central Bank 0.00 0.00
Bank of England 1.00 0.75
Bank of Japan -0.10-0.10 -0.10-0.10