Money/Debt-Market

Money/Debt-Market

Money/Debt Market

Treasury Update – Fortnight Ended 30th September 2026

Liquidity Watch:

Liquidity Indicators	Open	High	Low	Close
TREPS (%)	4.78	5.50	4.40	5.15
CALL (%)	5.05	5.40	4.00	4.80
	30th Sep 2026		15th Sep 2026
Standing Deposit Facility at 5.25% (Rs in Cr)	2,68,919.00		2,78,783.00
Variable Rate Repo (Rs in Cr)	0.00		0.00
Variable Rate Reversed Repo (Rs in Cr)	2,28,549.00		7,11,077.00
Marginal Standing Facility/SLF (Rs in Cr)	10,564.18		4,62.11
Net System Liquidity (Rs in Cr)	4,86,903.82		9,85,237.89

Money Market (%):

T-Bill Cut-off	Current	Previous
91 – Days	5.5199	5.3900
182- Days	5.9601	5.8196
364 – Days	6.1798	6.0895
Certificate of Deposits Yield	30th Sep 2026	15th Sep 2026
3-Months	6.3000	6.1400
1-year	7.4000	7.3000
Commercial Paper Yield	30th Sep 2026	15th Sep 2026
3-Months	7.0700	6.8500
1-year	7.9000	7.7000
Overnight Indexed Swap Rate(%)	30th Sep 2026	15th Sep 2026
1-year	6.27000	6.1000
5-years	6.7300	6.6600

Debt Market
Government Securities (%):

Security	Open	High	Low	Close
CG 2031 (5-Year) (%)	6.77	6.91	6.70	6.91
CG 2035 (10-Year)(%)	7.05	7.19	7.01	7.19
CG 2054 (30-Year)(%)	7.62	7.69	7.58	7.66

INFLATION:

Inflation	Period	Category	Y.O.Y (%)	Previous Month figures (%)
Wholesale Price Index (WPI)	Aug-2026	All Commodities	9.92	9.78
Core WPI	Aug-2026	Core	8.10	8.20
Consumer Price Index (CPI)	Aug-2026	Combined	4.82	4.45
Core CPI	Aug-2026	Core	4.20	3.90

Key Events Ahead:

US-Trade Balance	06th Oct 2026
India-RBI Monetary Policy	07th Oct 2026
India-CPI	12th Oct 2026
US-CPI	14th Oct 2026
US-PPI	15th Oct 2026

Global Treasury Bond Yields (%):

	30th Sep 2026	15th Sep 2026
US 10-Year	5.28	5.01
UK 10-Year	5.42	5.38

KEY INTERNATIONAL RATES (%):

	30th Sep 2026	15th Sep 2026
US Fed Funds Rate	3.75-4.00	3.50-3.75
Euro Central Bank	2.65	2.65
Bank of England	3.75	3.75
Bank of Japan	1.25	1.00

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