RBI OMO DESK
Indian Sovereign Debt & RBI Liquidity Impact Simulator
Pre-Drain Curve
Post-Drain Curve
BLOOMBERG WIRE:
Indian bonds fall as RBI debt sale plan worsens supply pressures amid record government borrowing program.
MONETARY INTERVENTION DIALS
SOURCE FIXTURE LOADED
Report (0.75L Cr)
Moderate (0.35L Cr)
Heavy (1.25L Cr)
RBI Debt Sale Volume (OMO Drain)
₹0.75 L Cr
Central bank sovereign note sales announced to absorb excess interbank liquidity.
Systemic Banking Surplus
₹1.80 T
Net interbank cash parked at RBI standing deposit facility (SDF).
Annual Gross Borrowing Baseline
₹14.10 L Cr
Union budget scheduled sovereign bond issuance calendar.
RBI Repo Policy Rate
6.50%
Headline benchmark policy rate anchoring short-end tenor yields.
INTERBANK LCR STRESS GAUGE
118.4%
Tight (100%)
Prudential Buffer (120%)
Flush (140%+)
Regulatory Basel III minimum is 100%. Lower surplus restricts primary dealer absorption capacity.
YIELD CURVE & DEBT IMPACT TELEMETRY
LIVE D3 MODEL
Projected 10Y Yield
7.18%
+22 bps shift
Implied Bond Price Δ
-1.45%
Mod Dur ~6.8 yrs
Systemic Bank LCR
118.4%
HQLA liquidity buffer
Issuance Pressure
Severe
Supply vs Demand
Net Liquidity Status
Deficit / Tight
Absorption stage
INDIAN SOVEREIGN YIELD TENOR SHIFTS (YEARS)
10Y/2Y Spread: 28 bps
Tenor
Baseline Yield
Post-Drain Yield
Spread Impact
Price Sensitivity
Export CSV Schedule
Export JSON Model
Reset Baseline
Ready for export
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