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TREASURY UPDATE –FORTNIGHT ENDED 27th January 2023
LIQUIDITY WATCH:
Liquidity Indicators Open High Low Close
TREPS (%) 6.03 6.75 5.51 6.75
CALL (%) 6.20 6.60 4.55 6.50
(Rs in Cr) As on 27th Jan 2023 As on 20th Jan 2023
Fixed Rate Repo / LTRO at 4.00-5.15% 86,748.00 86,748.00
Standing Deposit Facility at 6.00% 69,337.00 34,184.00
Variable Rate Repo 0 0
Variable Rate Reverse Repo at 6.24% 35,039.00 52,290.00
Marginal Standing Facility/SLF 36,544.84 5,618.13
Net System Liquidity (18,916.84) (5,618.13)












MONEY MARKET (%)
T-Bill Cut-off Current Previous
91 – Days 6.4731 6.4238
182- Days 6.8693 6.8204
364 – Days 6.9048 6.9099
Certificate of Deposits Yield 27th January’23 20th January ’23
3-Month 6.85 6.85
1-year 7.65 7.65
Commercial Paper Yield 27th January’23 20th January ’23
3-Month 7.00 7.00
1-year 7.80 7.80

DEBT MARKET
GOVERNMENT SECURITIES (%)
Security Open High Low Close
CG 2027 (5-Year) 7.17 7.20 7.12 7.20
CG 2032 (10- Year) 7.31 7.40 7.37 7.39





INFLATION:
Inflation  
 
Period
Category Y.O.Y (%) Previous Month figures (%) Same period last year (%)
Wholesale Price Index (WPI) Dec-2022 All Commodities 4.95 5.85 14.27
Consumer Price Index (CPI) Dec-2022  
Combined
5.72 5.88 5.59

KEY EVENTS AHEAD:
Union Budget 2023-2024

1st February 2023

US Federal Reserve Policy

31st Jan – 1st Feb 2023

RBI Monetary Policy Committee Review

6th Feb – 8th Feb 2023


TREASURY BOND YIELDS (%)
 
27th Jan ‘23 20th Jan ‘23
US 10-Year 3.50 3.48
UK 10-Year 3.32 3.38





27th January ‘23 20th January ‘23
US Fed Funds Rate 4.25-4.50 3.75-4.00
Euro Central Bank 2.50 2.00
Bank of England 3.50 3.00
Bank of Japan -0.10-0.0 -0.10-0.00