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T-Bills

Abhishek Sinha (CSM 1001) Anand Sachdeva (CSM 1002) Pramod Singh (CSM 1013) Saurabh Shukla (CSM 1019)

Current Rates
91- day T-Bills- 8.3946% 182- day T-Bills- 8.2692% 364- day T-Bills- 8.2595% Call Rates- 7.25% -9.90% Repo Rate- 8.50% Reverse Repo- 7.50% Marginal Standing Facility Rate- 9.50%

Inflation 9.1%; Food Inflation- 1.8%

USD/INR

Latest- 52.8552 (Dec 23, 2011) Lowest- 44.0749 (Aug 1, 2011) Highest- 53.9352 (Dec 14, 2011)

10 Year Government Bond

Interest Rates

December 22, 2011

December 22, 2011


RBI allowed banks tap MSF window to ease liquidity to borrow more funds and allow to lower their cost of capital Banks can borrow funds up to 1% of their net demand and time liabilities at 9.5 percent, which is lower than current call money market rate Earlier, RBI allowed banks to tap the MSF where banks can borrow at 9.5% only once during the day. RBI has now allowed banks to borrow from this facility in the second half of the day too to ease liquidity pressures

December 21, 2011

December 21, 2011

December 16, 2011


The Reserve Bank of India has announced the auction of 91-day Government of India Treasury Bills for notified amount of ` 4,000 crore. The auction will be conducted on December 21, 2011 using "Multiple Price Auction" method. The allocation to the non-competitive bidders will be outside the notified amount at the discretion of the Bank The Reserve Bank of India has announced the auction of 182-day Government of India Treasury Bills for notified amount of ` 4,000 crore. The auction will be conducted on December 21, 2011 using "Multiple Price Auction" method.

Keeping in view the prevailing overall liquidity conditions and with a view to providing flexibility to scheduled commercial banks in their liquidity management, RBI has decided to conduct additional repo operations under Liquidity Adjustment Facility (LAF) on December 16, 2011 (Friday) between 4.30 pm and 5.00 pm, over and above the existing LAF and Marginal Standing Facility (MSF) arrangements.

December 15, 2011


The Board of Directors of Authorised Dealers were allowed to fix suitable limits for various Treasury functions with net overnight open exchange position and aggregate gap limits required to be approved by the Reserve Bank. It has now been decided that a. Net Overnight Open Position Limit (NOOPL) of Authorised Dealers would be reduced across the board. Revised limits in respect of individual banks are being advised to the Authorised Dealers separately. b. Intra-day open position / daylight limit of Authorised Dealers should not exceed the existing NOOPL approved by the Reserve Bank.

December 9, 2011
Reserve Bank of India announced the auction of 91-day Government of India Treasury Bills for notified amount of ` 4,000 crore and of 364 day T-Bills for also an notified amount of Rs 4000 crores

December 2, 2011
The Reserve Bank of India announced the auction of 182-day Government of India Treasury Bills for notified amount of ` 4,000 crore using "Multiple Price Auction" method

In addition, announced an auction of 91-day GoI T-Bills for notified amount of Rs 4000 crores

November 30, 2011

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