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Gilt yields may drop further, rupee may breach 54 mark next week

Yield will fall further due to expectations of a rate cut by the RBI

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Neelasri Barman Mumbai
Last Updated : Jan 25 2013 | 5:33 AM IST

The hope for a cut in either the Cash Reserve Ratio (CRR) or the repo rate is expected to result in gilt yields falling further next week. The yield on the 10-year benchmark gilt 8.15% 2022 which ended at 8.13% on Friday compared with previous close of 8.14%, may fall closer to 8.05% next week.

“The yield on the 10-year benchmark gilt will trade in the range of 8.05-8.15% next week. The yield will fall further due to expectations of a rate cut by the RBI,” said a gilts dealer with a public sector bank.

CRR is the proportion of total deposits a bank has to keep with RBI as cash. While repo rate is the rate at which banks borrow from the Reserve Bank of India (RBI). In the second-quarter review of the monetary policy to be detailed on October 30, many economists are hopeful of a cut by 25-50 basis points in the CRR which currently stands at 4.5% of banks Net Demand and Time Liabilities (NDTL).

However, the rupee is expected to weaken further from current levels against the dollar. According to dealers there is a lot of dollar demand by oil importers. Dollar is also in demand due to government debt repayments, defence related dollar bids and Foreign Currency Convertible Bonds repayments. “The way the demand for dollar is continuing, the rupee may hit Rs 54.25 per dollar in the next two trading sessions,” said Sandeep Gonsalves, forex consultant and dealer, Mecklai & Mecklai.

The rupee ended at Rs 53.84 against the dollar on Friday compared with its previous close of Rs 53.41. The fall in rupee was due to dollar demand and weak local share indices. Earlier this week RBI deputy governor HR Khan assured that if there are extreme volatilities then the central bank will intervene in the market.

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First Published: Oct 20 2012 | 4:39 PM IST

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