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Liquidity deficit at new high

Banks borrowed Rs 1.95 lakh crore bond yields up ahead of borrowing calendar announcement

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BS Reporter Mumbai
Last Updated : Jan 20 2013 | 3:11 AM IST

Liquidity deficit in the banking system was close to Rs 2 lakh crore on Monday — an all-time high — with banks lending heavily to meet year-end loan growth targets.

Banks on Monday borrowed Rs 1.95 lakh crore through the repo window of the Reserve Bank of India (RBI): The level is three times higher than the central bank’s comfort zone, which is +/- one per cent of Net Demand and Time Liabilities (NDTL) or Rs 60,000 crore. Banks had borrowed a record Rs 1.92 lakh crore on March 1.

Liquidity tightness was also indicated by the spike in short-term rates, around 11.25 per cent, up by around 10 basis points over the previous close. Liquidity tightness in the system continued despite significant monetary easing by the central bank, which was reduced the cash reserve ratio by 125 basis points since January, infusing primary liquidity of Rs 80,000 crore.

“There are two reasons behind this,” said Moses Harding, Head (ALCO and economic & market research), IndusInd Bank. “It is the start of the new reporting fortnight and also there is a huge year-end demand for credit. This liquidity tightness is temporary, and it will remain till the government expenditure starts. Liquidity is expected to ease by the second week of April.”

Credit growth in the 2011-12 financial year has come down from the previous year’s level on the back of high interest rates. According to RBI data, loan grew by 16.3 per cent till the first week of March against 23.3 per cent a year ago. The Reserve Bank said in its mid-quarter review the expected liquidity tightness will ease in the beginning of the next quarter and will fall back into the central bank’s comfort zone.

According to dealers, Federal Bank, Bank of Maharashtra and Dena Bank are some of the lenders that has raised three-month certificate of deposits at 11.14-11.25 per cent. Overnight rates were about 100 basis points above the repo rate.

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Meanwhile, the banking regulator on Monday said wide variation in banks’ retail and bulk deposit rates is undesirable, and banks should be discouraged from offering sharply different rates on deposits with very little difference in maturities. “If it (the difference between retail and bulk deposit rates) varies too much, then there is something wrong,” said Reserve Bank of India Deputy Governor K C Chakrabarty on the sidelines of a banking event.

Bond yields soar
Yields on government bonds rose by around eight basis points on Monday in anticipation of the government front-loading 65 per cent of the borrowings of 2012-13 in the first half.

Officials of RBI and finance ministry will meet tomorrow to finalise the borrowing calendar for the first half of 2012-13.

Yield of the benchmark 10-year bond hardened by eight basis points to close at 8.47 per cent against 8.39 per cent on Thursday last week.

Dealers expect bond yields to increase to 8.5 per cent in the next few days.

Yields have been heading north since the hawkish statement from the central bank in the mid-quarter review on March 15 and the Union Budget, which poses uncertainty to the fiscal consolidation process. The hope for a cut in policy rates on April 17 — when RBI announces its annual policy review —dampened, and market participants expect lesser magnitude of rate cuts.

After increasing policy rates 13 times between March 2011 and October 2011, RBI pressed the pause button in two successive policy reviews.

“We believe revival of M3 (money supply) growth holds key to lower lending rates and growth,” said Indranil Sengupta, India Economist, Bank of America Merill Lynch. “The RBI’s recent OMO (open market operations) and CRR (cash reserve ratio) cuts should thankfully push up M3 growth to 17 per cent by September from the by-far-too-tight 13.1 per cent now.”

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First Published: Mar 27 2012 | 12:18 AM IST

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