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Gilts Recover On Rbi Buying

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BSCAL
Last Updated : Dec 09 1997 | 12:00 AM IST

Security prices staged a smart recovery by around 100 paise subsequent to Reserve Bank of Indias (RBI) decision to purchase securities through its open market operation at rates higher than Saturdays market prices.

At the shorter end, yields on treasury bills continued to remain firm with the ones maturing in April 1998 traded at 8.15 per cent while those maturing in November 1998 were traded at 8.65 - 8.75 per cent. The rise in prices was due an improvement of the market sentiment which saw RBI willing to buy after a long time.

According to a primary dealer since prices recovered to beyond the level at which RBI was purchasing, no purchases were effected by RBI.

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While RBI was selling the 13.05 per cent 2007 at Rs 112.96, it was buying the 11.15 per cent 2002 at Rs 100.20, the 12.59 per cent 2004 at Rs 106.30 and the 11.19 per cent 2005 at Rs 99.80.

Yesterday, the price of the 11.83 percent 2003 recovered to Rs 103.10 - Rs 103.30 as against its previous close of Rs 102.50 - Rs 102.85. The price of the 11.15 per cent 2002 increased to Rs 101.10 from Rs 100.40 and the 10.85 percent 2001 was traded at Rs 100.35 as against Rs 99.50 earlier. The 12.59 per cent 2004 was traded at Rs 107 as against its earlier close of Rs 105.50 - Rs 106.

The RBI governor has stated that the package announced to counter the speculative fizz in the forex market should only jack up short term rates. He had made it clear that medium to long term rates should not move up.

By deciding to provide a floor to securities prices and buy them at that rate, RBI signalled that the decline in securities prices by nearly Rs 3 in the last couple of weeks was unwarranted. By tinkering with the repos rate, the cut off rate on treasury bills and the price list RBI has put yield structure in place.

There is ample liquidity in the banking system and overnight rates ruled in the region of 7 - 8.5 per cent. The RBI mopped up Rs 1,000 crore through fixed rate repos. The outflow on account of the repos was matched by on account of reversal of earlier repos transaction and there was no change in the liqudity position, said a dealer.

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First Published: Dec 09 1997 | 12:00 AM IST

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