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Bond yields likely to show volatility

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BS Reporter Mumbai
Last Updated : Jan 20 2013 | 12:31 AM IST

The yield on government rates may show some volatility ahead of Reserve Bank of India’s (RBI’s) third quarter review of monetary policy.

Dealers said though pressure from government borrowings has subsided, the uncertainty over RBI’s stance on raising policy rates to manage inflationary expectations may reflect in movement of bond yields.

The yield on government bond softened on January 22. The government bond market improved considerably tracking easing of US treasury yields and absence of government bond auction for next week. The yield on benchmark 10-year paper eased to around 7.50 per cent levels during the course of the day.

However, the yields hardened at close due to profit booking by market participants. The benchmark 6.35 per cent 2020 paper closed at Rs 91.71 implying a yield of 7.55 per cent as against 7.66 per cent on Friday.

Public sector bond house IDBI Gilts in a note said, apart from actual moves on rates, outlook on inflation and economic growth will also weigh on the market sentiment. A higher than expected upward revision to these indicators could then wipe out the gains.

Call rates to remain range-bound
The interest rates in the inter-bank overnight lending market are expected to remain range-bound on ample liquidity in the system.

Money market traders said the market has factored in prospect of an increase in the cash reserve ratio by 25 to 50 basis points in the policy review as a step to tighten liquidity.

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On Friday, the liquidity situation was comfortable and the money market rates were soft. The overnight call rate moved in a range of 3.00 per cent to 3.40 per cent.

RBI absorbed Rs 70,330 crore under reverse repo operation. It did not infuse any amount under the repo operation.

Rupee could fall on weak stock markets trends
The rupee may weaken further against the dollar, continuing the trend that set in last week as foreign institutional investors (FIIs) turned net sellers on stock markets.

Much of January saw the rupee appreciating primarily due to considerable FII flows into the domestic markets. However, over the past few days, FII liquidated their investments.

This could hurt the rupee and could lead to weakening of the rupee, said a treasury head with public sector bank.

The dollar demand from oil companies and other importers may also weigh on rupee.

On Friday, rupee depreciated further to close at Rs 46.15 against greenback. The forward premium rates hardened across the curve. The six-month forward premium was at 2.83 per cent.

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First Published: Jan 25 2010 | 12:48 AM IST

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