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Repo increase pushes up inter-bank rates

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BS Reporter Mumbai
Last Updated : Jan 29 2013 | 1:14 AM IST

Apprehending liquidity tightness in the coming weeks, banks may raise their term deposit rates, which are benchmarked to the certificate of deposits rates, by 20-30 basis points.

A certificate of paper (CD) is a short-term instrument through which banks raise funds for three months to one year, while commercial paper (CP) is a short-term instrument for companies to raise funds from banks. The CD rates firmed up by 20-30 basis points and the CP rates have gone up by 75-80 basis points, post the repo rate hike.

The interbank market enables banks to lend and borrow funds overnight for their daily requirements. The rate is otherwise called call rate (when banks lend and borrow) and collateralised borrowing and lending rate (non-banks such as mutual banks and insurance companies).

The overnight call rate shot up to a high of 8.40 per cent before closing at 8.10 per cent. The market players expect the liquidity to tighten further next week due to advance tax outflows towards the June quarter. The CBLO rates also went up to a high of 8.10 per cent.

Banks flocked to the market apprehending tightening liquidity, but could not raise any funds, according to dealers. The lending banks want to maintain their liquidity position as the CRR is higher at 8.25 per cent and borrowing from RBI has become costlier.

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The central bank had to infuse around Rs 20,300 crore into the system on Thursday as against around Rs 5000 crore on Wednesday, and at a higher interest rate of 8 per cent after the hike.

The State Bank of India, the largest lender in the money market, could not mop up funds through three month CDs since it was offering 8.80 per cent for three months and this was below market expectations. The three-month CP of Fullerton India, which was raised at 9.5 per cent last week, traded at a high of 10.28 per cent.

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First Published: Jun 13 2008 | 12:00 AM IST

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