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Money/Debt Market
Home » Treasury » Money/Debt Market

Money/Debt Market

TREASURY UPDATE –FORTNIGHT ENDED : 2nd February 2018

LIQUIDITY WATCH:

Liquidity Indicators

Open

High

Low

Close

CBLO (%)

5.90

6.07

4.05

5.75

CALL (%)

6.00

6.10

5.45

5.80

(Rs in Cr)

As on 2nd Feb’18

As on 25th Jan’18

RBI Repo LAF at 6.00%

(2,907.00)

(2,920.00)

RBI Reverse Repo LAF at 5.75%

57,465.00

15,776.00

Variable Rate Repo

(68,688.00)

(75,412.00)

Variable Rate Reverse Repo

71,549.00

50,236.00

Net System Liquidity

57,419.00

(12,320.00)

MONEY MARKET:

T-Bill Cut-off

Current

Previous

91 – Days

6.3977

6.3977

182- Days

6.5014

6.5014

364 – Days

6.5824

6.5824

Certificate of Deposits Yield

2nd Feb'18

25th Jan’18

3-Month

7.20

7.30

1-year

7.60

7.50

Commercial Paper Yield

2nd Feb'18

25th Jan’18

3-Month

7.95

7.90

1-year

8.15

8.10



DEBT MARKET
GOVERNMENT SECURITIES :

Security

Open

High

Low

Close

CG 2022 (5-Year)

7.30

7.51

7.26

7.51

CG 2027 (10- Year)

7.26

7.61

7.25

7.56

CG 2047  (30-Year)

7.79

7.96

7.79

7.82



INFLATION:

Inflation

Period

Category

Y.O.Y (%)

Previous Month figures (%)

Same period last year (%)

Wholesale Price Index (WPI)

Dec

2017

All Commodities

3.58

3.90

2.10

Consumer Price Index (CPI)

Dec

2017

Combined

5.21

4.9

3.41



KEY EVENTS AHEAD:

Sixth Bi-monthly Monetary Policy Statement for 2017-18 6th-7th February 2018

Index for Industrial production (IIP) data for the month of December 2017

12th February 2018

Consumer Price Index (CPI) - January 2018

12th February 2018

Wholesale Price Index (WPI) data – January 2018

15th February 2018



GLOBAL DEBT MARKET
TREASURY BOND YIELDS (%)

2nd Feb’18

25th Jan’18

US 10-Year

2.79

2.62

UK 10-Year

1.58

1.41

 INTERNATIONAL POLICY RATES (%)

2nd Feb’18

25th Jan’18

US Fed Funds Rate

1.25-1.50

1.25-1.50

Euro Central Bank

0.00

0.00

Bank of England

0.50

0.50

Bank of Japan

-0.10-0.10

-0.10-0.10

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Saraswat-Bank
Saraswat-Bank