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TREASURY UPDATE –FORTNIGHT ENDED 23rd September 2022
LIQUIDITY WATCH:
Liquidity Indicators Open High Low Close
TREPS (%) 5.18 5.75 3.00 5.55
CALL (%) 5.30 5.85 4.25 5.65
(Rs in Cr) As on 23rd Sept 2022 As on 16th Sept 2022
Fixed Rate Repo / LTRO at 4.00-5.15% 86,748.00 86,748.00
Standing Deposit Facility at 5.15% 97,762.00 61,548.00
Variable Rate Repo 0 0
Variable Rate Reverse Repo at 5.39% 47,763.00 77,407.00
Marginal Standing Facility 41,605.43 48,963.43
Net System Liquidity 17,171.57 3,243.57












MONEY MARKET (%)
T-Bill Cut-off Current Previous
91 – Days 5.88 5.7153
182- Days 6.4298 6.1881
364 – Days 6.6494 6.4295
Certificate of Deposits Yield 23rd September’22 16th September’22
3-Month 6.10 5.90
1-year 6.90 6.80
Commercial Paper Yield 23rd September’22 16th September’22
3-Month 6.25 6.10
1-year 7.10 6.90

DEBT MARKET
GOVERNMENT SECURITIES (%)
Security Open High Low Close
CG 2027 (5-Year) 6.96 7.39 6.96 7.37
CG 2032 (10- Year) 7.11 7.42 7.08 7.39





INFLATION:
Inflation  
 
Period
Category Y.O.Y (%) Previous Month figures (%) Same period last year (%)
Wholesale Price Index (WPI) Aug-2022 All Commodities 12.41 13.93 11.64
Consumer Price Index (CPI) Aug-2022  
Combined
7.00 6.71 5.30

KEY EVENTS AHEAD:

RBI Monetary Policy Committee Review 

30th September 2022

Index Industrial Production for August 2022

12th October 2022

CPI Inflation for September 2022

12th October 2022

WPI Inflation for Septmeber 2022

14th October 2022


TREASURY BOND YIELDS (%)
 
23rd Sept ‘22 16th Sept ‘22
US 10-Year 3.69 3.45
UK 10-Year 3.83 3.14




23rd September ‘22 16th  September ‘22
US Fed Funds Rate 3.00-3.25 2.25-2.50
Euro Central Bank 1.25 1.25
Bank of England 2.25 1.75
Bank of Japan -0.10-0.0 -0.10-0.10