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

Money/Debt Market

TREASURY UPDATE –FORTNIGHT ENDED : 29th September 2017

LIQUIDITY WATCH:

Liquidity Indicators

Open

High

Low

Close

CBLO (%)

5.92

6.10

3.00

4.50

CALL (%)

6.00

6.15

5.70

5.95

(Rs in Cr)

As on 29th Sept’17

As on 22nd Sept’17

RBI Repo LAF at 6.00%

(4,100.00)

(8,927.00)

RBI Reverse Repo LAF at 5.75%

68,708.00

20,178.00

Variable Rate Repo

(19,105.00)

(16,890.00)

Variable Rate Reverse Repo

1,51,033.00

1,60,989.00

Net System Liquidity

1,96,536.00

1,55,350.00

MONEY MARKET:

T-Bill Cut-off

Current

Previous

91 – Days

6.1081

6.1081

182- Days

6.2239

6.2026

364 – Days

6.2419

6.2532

Certificate of Deposits Yield

29th Sept’17

22nd Sept'17

3-Month

6.15

6.15

1-year

6.60

6.55

Commercial Paper Yield

29th Sept’17

22nd Sept 17

3-Month

6.70

6.65

1-year

7.10

7.15



DEBT MARKET
GOVERNMENT SECURITIES :

Security

Open

High

Low

Close

CG 2022 (5-Year)

6.55

6.68

6.55

6.65

CG 2027 (10- Year)

6.61

6.68

6.58

6.66

CG 2047  (30-Year)

7.18

7.29

7.18

7.27



INFLATION:

Inflation

Period

Category

Y.O.Y (%)

Previous Month figures (%)

Same period last year (%)

Wholesale Price Index (WPI)

August

2017

All Commodities

3.24

1.88

1.09

Consumer Price Index (CPI)

August

2017

 

Combined

3.36

2.36

5.05



KEY EVENTS AHEAD:

Fourth Bi-Monthly Monetary Policy Review

4th October 2017

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

12th October 2017

Consumer Price Index (CPI)-September 2017

16th October 2017

Wholesale Price Index (WPI) data – September 2017

16th October 2017



GLOBAL DEBT MARKET
TREASURY BOND YIELDS (%)

29th Sept 17

22nd Sept 17

US 10-Year

2.33

2.25

UK 10-Year

1.37

1.36

 INTERNATIONAL POLICY RATES (%)

29th Sept’17

22nd Sept’17

US Fed Funds Rate

1.00-1.25

1.00-1.25

Euro Central Bank

0.00

0.00

Bank of England

0.25

0.25

Bank of Japan

-0.10-0.10

-0.10-0.10

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