Historical RBI Monetary policy (MPC) interest rate data and how bank nifty fared on the event day

RBI MPC Policy - Historical interest rate data

MPC Date Actual Previous Bank Nifty on MPC day BN closing price
Apr 05, 2024 - 6.50%
Feb 08, 2024 6.50% 6.50% -1.76% 45,012.00
Dec 08, 2023 6.50% 6.50% 0.90% 47,262.00
Oct 06, 2023 6.50% 6.50% 0.33% 44,360.60
Aug 10, 2023 6.50% 6.50% -0.76% 44,541.80
Jun 08, 2023 6.50% 6.50% -0.63% 43,995.25
Apr 06, 2023 6.50% 6.50% 0.10% 41,041.00
Feb 08, 2023 6.50% 6.25% 0.11% 41,537.65
Dec 07, 2022 6.25% 5.90% -0.09% 43,098.70
Sep 30, 2022 5.90% 5.40% 2.61% 38,631.95
Aug 05, 2022 5.40% 4.90% 0.44% 37,920.60
Jun 08, 2022 4.90% 4.40% -0.14% 34,946.15
May 04, 2022 4.40% 4.40% -2.49% 35,264.55
Apr 08, 2022 4.00% 4.00% 0.52% 37,752.05
Feb 10, 2022 4.00% 4.00% 1.04% 39,010.95
Dec 08, 2021 4.00% 4.00% 1.82% 37,284.70
Oct 08, 2021 4.00% 4.00% 0.06% 37,775.25
Aug 06, 2021 4.00% 4.00% -0.07% 35,809.25
Jun 04, 2021 4.00% 4.00% -1.00% 35,291.65
Apr 07, 2021 4.00% 4.00% 1.51% 32,991.20
Feb 05, 2021 4.00% 4.00% 0.88% 35,654.50
Dec 04, 2020 4.00% 4.00% 2.05% 30,052.40
Oct 09, 2020 4.00% 4.00% 2.83% 23,846.80
Aug 06, 2020 4.00% 4.00% 0.62% 21,642.60
May 22, 2020 4.00% 4.40% -2.57% 17,278.90
Mar 27, 2020 4.40% 5.15% 1.81% 19,969.00
Feb 06, 2020 5.15% 5.15% 0.97% 31,304.05
Dec 05, 2019 5.15% 5.15% -0.83% 31,712.95
Oct 04, 2019 5.15% 5.40% -2.40% 27,731.85
Aug 07, 2019 5.40% 5.75% -1.14% 27,702.05
Jun 06, 2019 5.75% 6.00% -2.32% 30,857.40
Apr 04, 2019 6.00% 6.25% -0.63% 29,904.90
Feb 07, 2019 6.25% 6.50% -0.06% 27,387.15
Dec 05, 2018 6.50% 6.50% -0.65% 26,519.60
Oct 05, 2018 6.50% 6.50% -1.51% 24,443.45
Aug 01, 2018 6.50% 6.25% -0.60% 27,596.60
Jun 06, 2018 6.25% 6.00% 0.44% 26,367.60
Apr 05, 2018 6.00% 6.00% 2.61% 24,759.80
Feb 07, 2018 6.00% 6.00% -0.55% 25,670.00
Dec 06, 2017 6.00% 6.00% -1.09% 24,851.80
Oct 04, 2017 6.00% 6.00% 0.04% 24,113.30
Aug 02, 2017 6.00% 6.25% -0.27% 25,055.20
Jun 07, 2017 6.25% 6.25% 0.65% 23,567.65
Apr 06, 2017 6.25% 6.25% -0.14% 21,622.95
Feb 08, 2017 6.25% 6.25% -0.40% 20,245.40
Dec 07, 2016 6.25% 6.25% -1.01% 18,234.15
Oct 04, 2016 6.25% 6.50% 0.43% 19,672.70
Aug 09, 2016 6.50% 6.50% -0.03% 18,933.30
Jun 07, 2016 6.50% 6.50% 1.57% 17,948.15
Apr 05, 2016 6.50% 6.75% -3.06% 15,695.00
Feb 02, 2016 6.75% 6.75% -1.61% 15,068.00
Dec 01, 2015 6.75% 6.75% -0.18% 17,398.55
Sep 29, 2015 6.75% 7.25% 1.06% 17,281.20
Aug 04, 2015 7.25% 7.25% 0.31% 18,972.60
Jun 02, 2015 7.25% 7.50% -3.44% 17,977.30
Apr 07, 2015 7.50% 7.50% -0.73% 18,469.30
Mar 04, 2015 7.50% 7.75% -1.59% 19,643.90
Feb 03, 2015 7.75% 7.75% -2.43% 19,382.95
Jan 15, 2015 7.75% 8.00% 3.40% 19,235.65
Dec 02, 2014 8.00% 8.00% 0.16% 18,555.85
Sep 30, 2014 8.00% 8.00% -0.53% 15,392.25
Aug 05, 2014 8.00% 8.00% 0.33% 15,293.25
Jun 03, 2014 8.00% 8.00% -0.19% 15,257.50
Apr 01, 2014 8.00% 8.00% -1.21% 12,588.50
Jan 28, 2014 8.00% 7.75% -0.31% 10,507.60
Dec 18, 2013 7.75% 7.75% 1.33% 11,357.90
Oct 29, 2013 7.75% 7.50% 4.35% 11,241.65
Sep 20, 2013 7.50% 7.25% -4.14% 10,686.80
Jul 30, 2013 7.25% 7.25% -1.18% 10,209.55
Jun 17, 2013 7.25% 7.25% 0.40% 11,971.05
May 03, 2013 7.25% 7.50% -2.49% 12,393.60
Mar 19, 2013 7.50% 7.75% -1.94% 11,508.05
Jan 29, 2013 7.75% 8.00% -0.46% 12,722.80
Dec 18, 2012 8.00% 8.00% 0.40% 12,477.15
Oct 30, 2012 8.00% 8.00% -2.35% 11,203.00
Sep 17, 2012 8.00% 8.00% 3.18% 10,981.65
Jul 31, 2012 8.00% 8.00% -0.27% 10,384.10
Jun 18, 2012 8.00% 8.00% -3.13% 9,749.90
Apr 17, 2012 8.00% 8.50% 0.83% 10,519.55
Mar 01, 2012 (Feb) 8.50% 8.50% -1.20% 10,288.90
Feb 01, 2012 (Jan) 8.50% 8.50% 0.30% 9,949.10
Jan 01, 2012 (Dec) 8.50% 8.50% NA NA
Dec 01, 2011 (Nov) 8.50% 8.31% 3.87% 8,895.30
Nov 01, 2011 (Oct) 8.31% 8.13% -1.68% 9,822.25
Oct 01, 2011 (Sep) 8.13% 8.00% NA NA
Sep 01, 2011 (Aug) 8.00% 7.60% NA NA
Aug 01, 2011 (Jul) 7.60% 7.38% 0.42% 10,939.00
Jul 01, 2011 (Jun) 7.38% 7.23% 0.09% 11,255.00
Jun 01, 2011 (May) 7.23% 6.75% 0.11% 11,033.40
May 01, 2011 (Apr) 6.75% 6.62% NA NA
Apr 01, 2011 (Mar) 6.62% 6.50% -0.98% 11,590.95
Mar 01, 2011 (Feb) 6.50% 6.31% 4.31% 10,885.40
Feb 01, 2011 (Jan) 6.31% 6.25% -1.51% 10,481.20
Jan 01, 2011 (Dec) 6.25% 6.25% NA NA
Dec 01, 2010 (Nov) 6.25% 6.00% 3.00% 12,310.75
Nov 01, 2010 (Oct) 6.00% 5.88% 3.28% 12,734.90
Oct 01, 2010 (Sep) 5.88% 5.75% 1.54% 12,556.75
Sep 01, 2010 (Aug) 5.75% 5.53% 1.24% 10,879.75
Aug 01, 2010 (Jul) 5.53% 5.25% NA NA
Jul 01, 2010 (Jun) 5.25% 5.25% -1.22% 9,349.40
Jun 01, 2010 (May) 5.25% 5.10% -2.61% 9,119.05
May 01, 2010 (Apr) 5.10% 4.85% NA NA
Apr 01, 2010 (Mar) 4.85% 4.75% 0.51% 9,507.75
Mar 01, 2010 (Feb) 4.75% 4.75% NA NA
Feb 01, 2010 (Jan) 4.75% 4.75% -0.03% 8,649.25
Jan 01, 2010 (Dec) 4.75% 4.75% NA NA
Dec 01, 2009 (Nov) 4.75% 4.75% 2.25% 9,250.95
Nov 01, 2009 (Oct) 4.75% 4.75% NA NA
Oct 01, 2009 (Sep) 4.75% 4.75% 0.55% 8,861.05
Sep 01, 2009 (Aug) 4.75% 4.75% -0.73% 7,377.20
Aug 01, 2009 (Jul) 4.75% 4.75% NA NA
Jul 01, 2009 (Jun) 4.75% 4.75% 1.55% 7,452.60
Jun 01, 2009 (May) 4.75% 4.91% -0.70% 7,364.05
May 01, 2009 (Apr) 4.91% 5.05% NA NA
Apr 01, 2009 (Mar) 5.05% 5.50% 1.89% 4,211.45
Mar 01, 2009 (Feb) 5.50% 5.55% NA NA
Feb 01, 2009 (Jan) 5.55% 6.72% NA NA
Jan 01, 2009 (Dec) 6.72% 7.50% 2.30% 5,116.55
Dec 01, 2008 (Nov) 7.50% 8.57% -3.89% 4,124.30
Nov 01, 2008 (Oct) 8.57% 9.00% NA NA
Oct 01, 2008 (Sep) 9.00% 9.00% 3.08% 5,982.40
Sep 01, 2008 (Aug) 9.00% 8.54% 0.44% 6,128.85
Aug 01, 2008 (Jul) 8.54% 8.00% 4.05% 5,961.90
Jul 01, 2008 (Jun) 8.00% 7.75% -5.85% 4,732.85
Jun 01, 2008 (May) 7.75% 7.75% NA NA
May 01, 2008 (Apr) 7.75% 7.75% NA NA
Apr 01, 2008 (Mar) 7.75% 7.75% -0.70% 6,608.10
Mar 01, 2008 (Feb) 7.75% 7.75% NA NA
Feb 01, 2008 (Jan) 7.75% 7.75% 1.09% 9,327.05
Jan 01, 2008 (Dec) 7.75% 7.75% 0.42% 9,905.25
Dec 01, 2007 (Nov) 7.75% 7.75% NA NA
Nov 01, 2007 (Oct) 7.75% 7.75% 2.06% 9,198.60
Oct 01, 2007 (Sep) 7.75% 7.75% -0.68% 7,987.50
Sep 01, 2007 (Aug) 7.75% 7.75% NA NA
Aug 01, 2007 (Jul) 7.75% 7.75% -4.20% 6,637.35
Jul 01, 2007 (Jun) 7.75% 7.75% NA NA
Jun 01, 2007 (May) 7.75% 7.75% 1.27% 6,404.80
May 01, 2007 (Apr) 7.75% 7.50% NA NA
Apr 01, 2007 (Mar) 7.50% 7.50% NA NA
Mar 01, 2007 (Feb) 7.50% 7.26% 2.84% 5,388.95
Feb 01, 2007 (Jan) 7.26% 7.25% 2.71% 6,115.20
Jan 01, 2007 (Dec) 7.25% 7.25% NA NA
Dec 01, 2006 (Nov) 7.25% 7.01% 2.14% 6,330.75
Nov 01, 2006 (Oct) 7.01% 7.00% 0.63% 5,623.65
Oct 01, 2006 (Sep) 7.00% 7.00% NA NA
Sep 01, 2006 (Aug) 7.00% 6.81% 1.22% 4,650.85
Aug 01, 2006 (Jul) 6.81% 6.69% -0.69% 4,050.75
Jul 01, 2006 (Jun) 6.69% 6.50% NA NA
Jun 01, 2006 (May) 6.50% 6.50% -1.17% 4,075.50
May 01, 2006 (Apr) 6.50% 6.50% NA NA
Apr 01, 2006 (Mar) 6.50% 6.50% NA NA
Mar 01, 2006 (Feb) 6.50% 6.32% -0.14% 4,572.70
Feb 01, 2006 (Jan) 6.32% 6.25% -2.90% 4,483.80
Jan 01, 2006 (Dec) 6.25% 6.18% NA NA
Dec 01, 2005 (Nov) 6.18% 6.00% 0.89% 4,336.40
Nov 01, 2005 (Oct) 6.00% 6.00% 0.53% 4,025.25
Oct 01, 2005 (Sep) 6.00% 6.00% NA NA
Sep 01, 2005 (Aug) 6.00% 6.00% 0.05% 4,064.65
Aug 01, 2005 (Jul) 6.00% 6.00% -0.58% 4,336.00
Jul 01, 2005 (Jun) 6.00% 6.00% 1.11% 3,678.90
Jun 01, 2005 (May) 6.00% 6.00% NA NA
May 01, 2005 (Apr) 6.00% 6.00% NA NA
Apr 01, 2005 (Mar) 6.00% 6.00% NA NA
Mar 01, 2005 (Feb) 6.00% 6.00% NA NA
Feb 01, 2005 (Jan) 6.00% 6.00% NA NA
Jan 01, 2005 (Dec) 6.00% 6.00% NA NA
Dec 01, 2004 (Nov) 6.00% 4.60% NA NA
Nov 01, 2004 (Oct) 4.60% 4.50% NA NA
Oct 01, 2004 (Sep) 4.50% 4.50% NA NA
Sep 01, 2004 (Aug) 4.50% 4.50% NA NA
Aug 01, 2004 (Jul) 4.50% 4.50% NA NA
Jul 01, 2004 (Jun) 4.50% 4.50% NA NA
Jun 01, 2004 (May) 4.50% 4.50% NA NA
May 01, 2004 (Apr) 4.50% 4.50% NA NA
Apr 01, 2004 (Mar) 4.50% 4.50% NA NA
Mar 01, 2004 (Feb) 4.50% 4.50% NA NA
Feb 01, 2004 (Jan) 4.50% 4.50% NA NA
Jan 01, 2004 (Dec) 4.50% 4.50% NA NA
Dec 01, 2003 (Nov) 4.50% 4.50% NA NA
Nov 01, 2003 (Oct) 4.50% 4.50% NA NA
Oct 01, 2003 (Sep) 4.50% 4.88% NA NA
Sep 01, 2003 (Aug) 4.88% 5.00% NA NA
Aug 01, 2003 (Jul) 5.00% 5.00% NA NA
Jul 01, 2003 (Jun) 5.00% 5.00% NA NA
Jun 01, 2003 (May) 5.00% 5.00% NA NA
May 01, 2003 (Apr) 5.00% 5.00% NA NA
Apr 01, 2003 (Mar) 5.00% 5.50% NA NA
Mar 01, 2003 (Feb) 5.50% 5.50% NA NA
Feb 01, 2003 (Jan) 5.50% 5.50% NA NA
Jan 01, 2003 (Dec) 5.50% 5.50% NA NA
Dec 01, 2002 (Nov) 5.50% 5.73% NA NA
Nov 01, 2002 (Oct) 5.73% 5.75% NA NA
Oct 01, 2002 (Sep) 5.75% 5.75% NA NA
Sep 01, 2002 (Aug) 5.75% 5.75% NA NA
Aug 01, 2002 (Jul) 5.75% 5.98% NA NA
Jul 01, 2002 (Jun) 5.98% 6.00% NA NA
Jun 01, 2002 (May) 6.00% 6.00% NA NA
May 01, 2002 (Apr) 6.00% 6.05% NA NA
Apr 01, 2002 (Mar) 6.05% 6.50% NA NA
Mar 01, 2002 (Feb) 6.50% 6.50% NA NA
Feb 01, 2002 (Jan) 6.50% 6.50% NA NA
Jan 01, 2002 (Dec) 6.50% 6.50% NA NA
Dec 01, 2001 (Nov) 6.50% 6.50% NA NA
Nov 01, 2001 (Oct) 6.50% 6.50% NA NA
Oct 01, 2001 (Sep) 6.50% 6.50% NA NA
Sep 01, 2001 (Aug) 6.50% 6.50% NA NA
Aug 01, 2001 (Jul) 6.50% 6.50% NA NA
Jul 01, 2001 (Jun) 6.50% 6.71% NA NA
Jun 01, 2001 (May) 6.71% 6.98% NA NA
May 01, 2001 (Apr) 6.98% 7.02% NA NA
Apr 01, 2001 (Mar) 7.02% 7.83% NA NA
Mar 01, 2001 (Feb) 7.83% 8.00% NA NA
Feb 01, 2001 (Jan) 8.00% 8.00% NA NA
Jan 01, 2001 (Dec) 8.00% 8.00% NA NA
Dec 01, 2000 (Nov) 8.00% 8.61% NA NA
Nov 01, 2000 (Oct) 8.61% 10.52% NA NA
Oct 01, 2000 (Sep) 10.52% 13.35% NA NA
Sep 01, 2000 (Aug) 13.35% 7.38% NA NA
Aug 01, 2000 (Jul) 7.38% - NA NA

Note(s):

  • Till March 1st, 2012, RBI policy was a monthly event. From April 17, 2012, it became a bi-monthly event

  • From Oct 1st 2005 till March 1st, 2012, 30 meetings were held on a weekend

  • Data prior to June 2005 is not available.

Source: Investing.com


Top 10 Positive return days

MPC Date Actual Previous Bank Nifty on MPC day BN closing price
Oct 29, 2013 7.75% 7.50% 4.35% 11,241.65
Mar 01, 2011 (Feb) 6.50% 6.31% 4.31% 10,885.40
Aug 01, 2008 (Jul) 8.54% 8.00% 4.05% 5,961.90
Dec 01, 2011 (Nov) 8.50% 8.31% 3.87% 8,895.30
Jan 15, 2015 7.75% 8.00% 3.40% 19,235.65
Nov 01, 2010 (Oct) 6.00% 5.88% 3.28% 12,734.90
Sep 17, 2012 8.00% 8.00% 3.18% 10,981.65
Oct 01, 2008 (Sep) 9.00% 9.00% 3.08% 5,982.40
Dec 01, 2010 (Nov) 6.25% 6.00% 3.00% 12,310.75
Mar 01, 2007 (Feb) 7.50% 7.26% 2.84% 5,388.95

Top 10 negative return days

MPC Date Actual Previous Bank Nifty on MPC day BN closing price
Jul 01, 2008 (Jun) 8.00% 7.75% -5.85% 4,732.85
Aug 01, 2007 (Jul) 7.75% 7.75% -4.20% 6,637.35
Sep 20, 2013 7.50% 7.25% -4.14% 10,686.80
Dec 01, 2008 (Nov) 7.50% 8.57% -3.89% 4,124.30
Jun 02, 2015 7.25% 7.50% -3.44% 17,977.30
Jun 18, 2012 8.00% 8.00% -3.13% 9,749.90
Apr 05, 2016 6.50% 6.75% -3.06% 15,695.00
Feb 01, 2006 (Jan) 6.32% 6.25% -2.90% 4,483.80
Jun 01, 2010 (May) 5.25% 5.10% -2.61% 9,119.05
May 22, 2020 4.00% 4.40% -2.57% 17,278.90

Do check the below post out to know in detail about RBI MPC Meeting :point_down:

8 Likes

Excellent data :+1: . Thanks for posting it

2 Likes

thanks will try to feed this into a machine learning algo and see if we can come up with a strong prediction for next time.