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Sunday, November 22, 2009

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Arjun Parthasarathy
Syndicate
this column

Market is adjusting to lower yields

The bond market is adjusting to lower yields. That adjustment is resulting in the yield curve going all over the place, with inversion at the five-over-ten segment of the curve.
December 29, 2008

Market factors in a reverse repo cut

The 10-year benchmark bond yield fell below 5.50%, close to the all-time low of just below 5%, seen five years ago.
December 22, 2008

Bullish sentiment to stay till rate cut

The market is discounting a 50 bps reverse repo and 50 bps repo rate cut. The Reserve Bank of India is expected to cut policy rates on the back of worsening economic data.
December 15, 2008

Markets to discount more rate cuts

The Reserve Bank of India (RBI) on Saturday cut benchmark policy rates by 100 bps from 7.5% to 6.5% and the reverse repo rate by 100 bps from 6% to 5%.
December 8, 2008

Rate-cut expectations increase

The 10-year benchmark government bond yield fell to its lowest in three years on the back of strong rate-cut expectations.
December 1, 2008

Markets have discounted rate cuts

The market is now discounting repo and reverse repo rate cuts by the Reserve Bank of India (RBI) on the back of a sharp fall in inflation
November 24, 2008

Market starts factoring in rate cuts

The market will now look ahead into the growth and inflation data and start factoring in rate cuts by the Reserve Bank of India before the policy meet in January.
November 17, 2008

Yield curve set to steepen further

The first of the market stabilisation scheme (MSS) bond buyback to boost liquidity set the direction for bond yields.
November 10, 2008

Sentiment bullish after RBI moves

The fall in foreign exchange reserves by $15.5 billion in the week ended October 24, 2008, has created a big hole in system liquidity.
November 3, 2008

RBI focus on liquidity management

The Reserve Bank of India (RBI) will focus on liquidity management in the coming weeks, given the volatility in the rupee.
October 27, 2008

Expectations of a rate cut increase

The bond market is starting to factor in a policy rate cut in the October 24 review of the annual monetary policy 2008-09.
October 20, 2008

Yields seen falling as crisis worsens

The current financial market turmoil has benefited interest rates, with the ten-year benchmark government bond yield falling 48 bps week-on-week.
October 13, 2008

Positive signals for interest rates

The outlook for interest rates is becoming clearer, with many of the factors that drove yields higher turning positive.
October 6, 2008
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Analysis
  • Why a CRR+SLR hike will be in order
  • Short end of the curve comes under pressure
Reports
  • Yields to stabilise higher with a positive bias
  • Sentiment turning positive on demand
  • Needed: More investors for gilts
  • Govt borrowing negates RBI rate cuts
  • Gilts give best returns to date

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