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Money/Debt Market

TREASURY UPDATE – FORTNIGHT ENDED 1st December 2023
LIQUIDITY WATCH:
Liquidity Indicators Open High Low Close
TREPS (%) 6.76 6.95 6.25 6.70
CALL (%) 5.85 6.93 5.00 6.75
(Rs in Cr) 01st Dec 23 24th Nov 23
Fixed Rate Repo / LTRO at 4.00-5.15% 12,100.00 12,100.00
Standing Deposit Facility at 6.25% 72,539.00 63,442.00
Variable Rate Repo 0 0
Variable Rate Reverse Repo at 6.49% 22,468.00 22,442.00
Marginal Standing Facility/SLF 74,749.92 1,90,868.49
Net System Liquidity 8,157.08 -1,16,694.49












MONEY MARKET (%)
T-Bill Cut-off Current Previous
91 – Days 6.9599 6.9474
182- Days 7.1554 7.1199
364 – Days 7.1476 7.1497
Certificate of Deposits Yield 01st Dec 23 24th Nov 23
3-Months 7.35 7.35
1-year 7.75 7.71
Commercial Paper Yield 01st Dec 23 24th Nov 23
3-Months 7.40 7.40
1-year 7.85 7.85

DEBT MARKET
GOVERNMENT SECURITIES (%)
Security Open High Low Close
CG 2028 (5-Year) 7.25 7.27 7.24 7.27
CG 2033 (10- Year) 7.23 7.30 7.22 7.29





INFLATION:
Inflation  
 
Period		 Category Y.O.Y (%) Previous Month figures (%) Same period last year (%)
Wholesale Price Index (WPI) Oct -2023 All Commodities -0.52 -0.26 8.39
Consumer Price Index (CPI) Oct-2023  
Combined		 4.87 5.02 6.77

KEY EVENTS AHEAD:
RBI policy

08th December, 2023
IIP Data

12th December, 2023
CPI Data

12th December, 2023
WPI Data

14th December, 2023
FOMC Policy

14th December, 2023

TREASURY BOND YIELDS (%)

 
01st Dec, 23 24th Nov, 23
US 10-Year 4.20 4.47
UK 10-Year 4.14 4.28





01st Dec, 23 24th Nov 23
US Fed Funds Rate 5.25-5.50 5.25-5.50
Euro Central Bank 4.50 4.50
Bank of England 5.25 5.25
Bank of Japan -0.10-0.0 -0.10-0.00


 
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