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TREASURY UPDATE – FORTNIGHT ENDED 23rd August 2024
LIQUIDITY WATCH:
Liquidity Indicators Open High Low Close
TREPS (%) 6.40 6.70 5.95 6.29
CALL (%) 6.55 6.65 5.10 5.75
(Rs in Cr) 23rd August 24 16th August 24
Fixed Rate Repo / LTRO at 4.00-5.15% 4,890.00 4,890.00
Standing Deposit Facility at 6.25% 98,793.00 67,431.00
Variable Rate Repo - -
Marginal Standing Facility/SLF 10,359.36 15,501.36
Variable Rate Reverse Repo 20,377.00 1,08,191.00
Net System Liquidity 1,03,920.64 1,55,230.64












MONEY MARKET (%)
T-Bill Cut-off Current Previous
91 – Days 6.6388 6.6351
182- Days 6.7239 6.7284
364 – Days 6.7284 6.7300
Certificate of Deposits Yield 23rd August 24 16th August 24
3-Months 7.19 7.18
1-year 7.59 7.62
Commercial Paper Yield 23rd August 24 16th August 24
3-Months 7.23 7.22
1-year 7.65 7.65

DEBT MARKET
GOVERNMENT SECURITIES (%)
Security Open High Low Close
CG 2029 (5-Year) 6.80 6.80 6.77 6.78
CG 2034 (10-Year) 6.88 6.89 6.84 6.86





INFLATION:
Inflation  
 
Period
Category Y.O.Y (%) Previous Month figures (%) Same period last year (%)
Wholesale Price Index (WPI) June-2024 All Commodities 2.04 3.36 -1.36
Consumer Price Index (CPI) June-2024  
Combined
3.54 5.08 7.44

KEY EVENTS AHEAD:
GDP Data

30th August, 2024

CPI Data

12th Sept, 2024

IIP Data

12th Sept, 2024

WPI Data

16th Sept, 2024

FOMC Policy

18th Sept, 2024


TREASURY BOND YIELDS (%)

 
23rd August 24 16th August 24
US 10-Year 3.80 3.88
UK 10-Year 3.91 3.93





23rd August 24 16th August 24
US Fed Funds Rate 5.25-5.50 5.25-5.50
Euro Central Bank 4.25 4.25
Bank of England 5.00 5.25
Bank of Japan 0.10-0.0 0.10-0.00