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7/23/2019 Market Altus
1/2
Closing
12-Feb-15
Closing Previous
8,665 10,64791D TB 1,349 2,152
182D TB
364D TB Closing Previous
G-Sec 1 Yr 2,769 240
G-Sec 5 Yr
G-Sec 10 Yr Closing Previous
7.93 7.60
7.79 8.27
C lo sing P reviou s C los in g P reviou s 7.75 8.28
1 Month 8.03 8.04 8.08 8.35 8.35 8.31
3 Month 8.80 8.73 8.52 9.17 9.05 8.80 Closing Previous
1 Year 8.79 8.75 8.59 9.15 9.13 8.95 1.995 1.995
1.67 1.671
0.392 0.392
Closing Pr evi ous Cl osing Previ ous
1 year 7.65 7.64 7.49 7.74 7.81 7.63
3 year 7.02 7.01 6.86 6.59 6.51 6.37
5 year 6.92 6.92 6.78 6.63 6.57 6.42 -0.263 -0.267
-0.023 -0.021
0.064 0.061
-0.085 -0.082Closing Pr evi ous Cl osing Previ ous
1 Year 8.56 8.57 8.22 54 -46 25
5 Year 8.36 8.35 8.28 60 60 60 Closing Previous
10 Year 8.35 8.33 8.23 62 60 51 6.92% 6.89%
6.99% 6.95%
7.03% 6.99%
7.09% 6.96%
Closing Previous Closing Previous 7.02% 6.99%
1 Year 8.79 8.80 8.43 77 78 46
5 Year 8.60 8.59 8.49 84 84 81
10 Year 8.64 8.62 8.44 91 89 72 Latest Previous
0.11 0.00
CPI (in %) (December'14) 5.00 4.38
3.8 -4.2
2.37 6.73
NSE 104.535 7.75 8.00
MCX - 6.75 7.00
BSE 104.525 8.75 9.00
- 4.00 4.00
NSE 104.68 21.50 22.00
MCX - 8.75 8.75
BSE 104.6800 25.96 28.90
- 34.83 42.82
9.43 16.86
52.90 54.50
52.40 51.10
Figures in % Q2 FY'15 Q1 FY'15 Annual FY'14
GDP Growth 7.50 7.80 4.70
Figures in % Current Month-Ago Year-Ago
M3 Growth 12.84 13.35 13.68
Credit Growth 10.37 10.26 10.78
Deposit Growth 12.34 12.27 14.87
CD Ratio 72.87 73.06 74.10
Investment Deposit Ratio 30.00 29.27 29.37
Market ALTUS
Fixed Income
India's benchmark bond yield closed unchanged at 7.73 per cent as traders hold on to positions ahead of retail inflation data due today.
There was a net liquidity deficit in the inter-banking system of Rs 7,316 Cr as compared to surplus of Rs 8,495 Cr Cr on previous day. There was MSF borrowing of Rs 2,769 Cr on 11th February 2015
compared to Rs 240 Cr on previous day. (MSF borrowings follow a 1 day lag).
Call money rates rose to 7.93 from 240. 1 yr CD rates rose to 8.79 from 8.75. 1 yr CP rate rose to 9.15 from 9.13. 1 year AAA corporate bond yield fell to 8.56 from 8.57.
U.S. Treasury debt prices reversed early gains and turned lower after a news report that Greece had reached an agreement in principle with euro zone countries over its finances.
Forex The Rupee closed lower for a third consecutive session as expectations of a mid-year rate hike by the U.S. Federal Reserve strengthened the Dollar against emerging market currencies. The Rupee
closed at 62.26 per Dollar compared with its previous close of 62.19 per Dollar.
The Euro took a dip early in Asian trades today, buffeted by a barrage of conflicting headlines that left investors no clearer on whether Greece may yet secure a new debt agreement with its
European lenders.
Commodity
Gold edged higher during early morning session, after earlier dropping to a five-week low, as confusion over Greece's debt negotiations with its European lenders dominated markets, drumming up
some safe-haven bids for the metal.
Oil prices fell as much as 3 per cent after U.S. stockpiles hit record highs, and analysts and traders said the market could shed more of a two-week rebound that was spurred by expectations of
lower output.
Equity
Indian shares rose for a second consecutive session as blue-chips climbed. The benchmark BSE index rose 0.63 per cent to close at 2,8533.97, while the NSE index ended 0.72 per cent higher at
8,627.40
Japan's Nikkei share average hit a two-month high during early morning trades as the weak Yen boosted exporters such as Toyota Motor Corp and Sony Corp, while investors cautiously awaited
the outcome of Greek debt negotiations.
U.S. stock futures rose late after Europe agreed on a way forward with Greece on debt negotiations that had been holding back U.S. investors worried about European stability.
Britain's top equity index fell for a fourth straight session, with commodity shares losing ground after crude oil prices dropped and copper prices trimmed gains.
Benchmark Sec Closing Yield [%] Previous Close [%] 15 days ago [%]In Rs. Cr.
8.00 8.01 7.88 In Rs. Cr.
8.02 8.02 7.98 MSF Borrowings*
LAF Repo8.22 8.23 8.16 LAF Reverse Repo
8.19 8.21 8.07
Call rate
TenureCD Rates [%]
15 days agoCP Rates [%] 15 days
ago
MIBOR O/N
MIBID O/N
7.76 7.75 7.68 *MSF borrowings as on 11th February.
7.73 7.73 7.72 In %
Global Benchmark Yield [%]
US 10 Year
UK 10 Year
TenureOIS - MIBOR [%]
15 days agoMIFOR Swaps [%] 15 days
ago
Japan 10 Year
Tenure Yield [%] 15 days ago Spread(bps) 15 days
ago
30 -15Y
G-Sec Spread [bps] Latest Previous
5Y - 1Y
10Y - 5Y
AAA Corporate bond yield and spread 15 -10Y
TenureYield [%]
15 days agoSpread(bps) 15 days
ago
8.10% HUDCO 2022
7.93% REC 2022
Tax Free BondsYield to Maturity
8.20 % NHAI 2022
8.00% IRFC 2022
AA Corporate bond yield and spread 8.20% PFC 2022
Economic Indicators
Indicators
WPI (in %) (December'14)
Interest Rate Futures (IRFs)
Instrument Expiry ExchangeLast Traded
Price (Rs.)Turnover (Rs. Crs.)
8 .40% G-Sec 2024 26-Feb-15665.96
SLR (in %)
-
MSF (in %)
59.48
IIP (in %) (November'14)
Core Sector (December'14)
Repo Rate (in %)
Reverse Repo Rate (in %)
Bank Rate (in %)
19.14
HSBC Services PMI ( January'14)
Total 141.19
GDP Growth
Monetary Aggregates
Exports (in $ 'Bn) (December'14)
Total 725.44
Imports (in $ 'Bn) (December'14)
8.40% G-Sec 2024 26-Mar-15
122.05
Trade Deficit(in $ 'Bn) (December'14)
-
HSBC Manufacturing PMI (January'14)
CRR (in %)
7/23/2019 Market Altus
2/2
Rs./$ Spread
1 Month 0.0275
3 Month 0.2400
6 Month 0.4625
12 Month 0.6850
Currency 1 Year
USD 0.47
EUR 0.03
GBP 0.66
JPY 0.14
Closing 1 D Chg 1 M Chg 3 M Chg
8627.40 61.85 342.90 244.10
28533.97 178.35 1259.26 623.91
10543.11 161.35 122.48 457.46
17862.14 -6.62 221.30 17613.74
4297.28 16.13 127.31 121.34
17652.68 -59.25 564.97 860.20
24315.02 -213.08 99.05 295.08
10752.11 -1.72 970.21 1436.63
4679.38 -16.27 451.14 489.49 Closing
Closing 1 D Ago 1 M Ago 3 M Ago
49.28 48.84 46.39 66.15
54.74 54.66 46.59 82.34
1222.00 1219.00 1293.70 1175.20
16.75 16.86 17.95 15.49
1822 1836 1810 2055
5600 5595 6017 6715
Sale Net
578 781
3291 1113** MF Flows are updated as on 11th February. Closing
FII Inflows
(Rs. Crs.)**Purchase Sale Net MTD YTD
Equity 4659 5562 -903 3167 16086
Debt 294 290 4 6890 27659
** FII Flows are updated as on 11th February
Price Yield (%)
91 days 11-Feb-15 97.98 8.27
182 Days 11-Feb-15 96.05 8.25
364 Days 21-Jan-15 92.69 7.91
Price Yield (%)
91 days 4-Feb-15 97.98 8.27
182 Days 28-Jan-15 96.10 8.14
364 Days 10-Dec-14 92.42 8.22 Forthcoming Auctions
Period of Auction Amount (Rs Cr) Term of Security
February 9, 2015 - February 13, 2015 2,000-3,000 5-9 Years
February 9, 2015 - February 13, 2015 4,000-5,000 10-14 Years
February 9, 2015 - February 13, 2015 2,000-3,000 15-19 Years
February 9, 2015 - February 13, 2015 3,000-4,000 20 Years & Above
DISCLAIMER:
FOREX
Currency Closing Previous
INR/$ 62.26 62.19
$/Euro 1.1308 1.1331
Yen/$ 120.29 120.45
$/GBP 1.5217 1.5236
SEK/$ 8.3797 8.3772
5 Year 10 year
Forward NDF
62.6675 62.6400
63.5000 63.2600
64.6325 64.1700
66.7300 66.0450
Swap Rate
Sensex
1.66 2.12
0.29 0.69
1.42 1.77
0.27 0.57
Equity
Index
Nifty
Silver ($/Oz)
BSE Midcap
Dow Jones
Nasdaq
Nikkei
Hang Seng
DAX
CAC
Commodity
Nymex Crude ($/bbl)
Brent Crude ($/bbl)
Gold ($/Oz)
Aluminium ($/ton)
Copper ($/ton)
MF Inflows (Rs. Crs.)** Purchase
Equity 359
Debt 4404
T-Bills ClosingLatest Cut off
Amount (INR Crores)
8000
6000
6000
T-Bills DatePrevious Cut off
Amount (INR Crores)
6000
Government Borrowings
Budgeted G-Sec Gross Borrowings 592000
OMO Purchases till date -
8000
6000
Gsec Gross Borrowing Completed (%) 97.80%
Maturities till Date 122504
Net Gsec borrowing till date 456496
Budgeted G-Sec Net Borrowings 453205
Budgeted Redemptions 138795
Gsec Gross Borrowing till Date 579000
37.540.042.545.047.550.052.555.057.560.062.565.067.570.072.575.077.580.082.585.087.5
11-Dec-14
18-Dec-14
25-Dec-14
1-Jan-15
8-Jan-15
15-Jan-15
22-Jan-15
29-Jan-15
5-Feb-15
12-Feb-15
Brent ($/BBL)
7,6007,7107,8207,9308,0408,1508,2608,3708,4808,5908,7008,8108,9209,0309,140
10-Dec-14
17-Dec-14
24-Dec-14
31-Dec-14
7-Jan-15
14-Jan-15
21-Jan-15
28-Jan-15
4-Feb-15
11-Feb-15
Nifty
59.7060.1060.5060.9061.3061.7062.1062.5062.9063.3063.7064.1064.5064.90
10-Dec-14
17-Dec-14
24-Dec-14
31-Dec-14
7-Jan-15
14-Jan-15
21-Jan-15
28-Jan-15
4-Feb-15
11-Feb-15
INR/$
1050107511001125115011751200122512501275130013251350
10-Dec-14
17-Dec-14
24-Dec-14
31-Dec-14
7-Jan-15
14-Jan-15
21-Jan-15
28-Jan-15
4-Feb-15
11-Feb-15
Gold ($/oz)