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TREASURY UPDATE –FORTNIGHT ENDED 9th September 2022
LIQUIDITY WATCH:
Liquidity Indicators Open High Low Close
TREPS (%) 5.20 5.69 4.90 5.17
CALL (%) 5.30 5.70 4.50 5.33
(Rs in Cr) As on 9th Sept 2022 As on 2nd Sept 2022
Fixed Rate Repo / LTRO at 4.00-5.15% 86,748.00 86,748.00
Standing Deposit Facility at 5.15% 1,43,462 1,80,516.00
Variable Rate Repo 0 0
Variable Rate Reverse Repo at 5.39% 77,407.00 1,15,861.00
Marginal Standing Facility 34,187.83 34,214.83
Net System Liquidity 99,933.17 1,75,414.17












MONEY MARKET (%)
T-Bill Cut-off Current Previous
91 – Days 5.6287 5.6341
182- Days 6.0999 6.089
364 – Days 6.3378 6.3199
Certificate of Deposits Yield 9th September’22 2nd September’22
3-Month 5.80 5.88
1-year 6.75 6.75
Commercial Paper Yield 9th September’22 2nd September’22
3-Month 5.90 5.95
1-year 6.90 6.90

DEBT MARKET
GOVERNMENT SECURITIES (%)
Security Open High Low Close
CG 2027 (5-Year) 7.03 7.06 6.96 6.96
CG 2032 (10- Year) 7.25 7.25 7.08 7.11





INFLATION:
Inflation  
 
Period
Category Y.O.Y (%) Previous Month figures (%) Same period last year (%)
Wholesale Price Index (WPI) July-2022 All Commodities 13.93 15.18 11.57
Consumer Price Index (CPI) Aug-2022  
Combined
7.00 6.71 5.30

KEY EVENTS AHEAD:

Index Industrial Production for August 2022

12th October 2022

CPI Inflation for September 2022

12th October 2022

WPI Inflation for August 2022

14th September 2022


TREASURY BOND YIELDS (%)
 
9th Sept ‘22 2nd Sept ‘22
US 10-Year 3.31 3.19
UK 10-Year 3.10 2.92




9th September ‘22 2nd September ‘22
US Fed Funds Rate 2.25-2.50 2.25-2.50
Euro Central Bank 0.50 0.50
Bank of England 1.75 1.25
Bank of Japan -0.10-0.10 -0.10-0.10