Categories: Banking

G-Sec yields thaw on expectation of their inclusion in FTSE Russell’s bond index

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Government Securities (G-Secs) yields softened on Tuesday on expectation of their inclusion in FTSE Russell’s Emerging Market Bond Index and possibility of the RBI’s rate setting panel voting for a change in the monetary policy stance.

Yield of the 10-year benchmark G-Sec (7.10 per cent GS2034) declined about 4 basis points to close at 6.81 per cent against the previous close of 6.85 per cent. Price of this paper went up about 26 paise.

Bond yields and prices are inversely co-related and move in opposite directions.

JP Morgan index

India is already a part of JPMorgan Chase & Co’s JP Morgan GBI-EM (Government Bond Index-Emerging Markets) Index with effect from June 28. About $25-30 billion worth of foreign investments in G-Secs are expected over a 10-month period.

Now, it remains to be seen if FTSE Russell will follow in JPMorgan Chase’s footsteps and include G-Secs in its index.

Nuvama Wealth, in a report, said G-Sec yields fell, with markets positioning for a shift in policy stance and hopes of listing of India bonds in FTSE EM GBI.

Eyes on MPC meeting

“The 10-year benchmark (7.10 GS 2034) opened mildly lower at 6.84 per cent (despite a rise in treasury yields as well as crude oil prices overnight). Yields fell further in the day with markets positioning for the MPC meeting tomorrow – a segment of markets is anticipating the MPC to shift stance to neutral,” per the report.

Additionally, markets are hoping for India bonds to be listed in FTSE EM GBI index.

Meanwhile, the Reserve Bank of India’s monetary policy committee (MPC) may prefer to keep the policy repo rate unchanged at its forthcoming meeting as the escalating Iran-Israel conflict could pose inflationary risks due to higher crude oil prices even as growth remains steady.

However, there is a possibility of the stance being changed from “withdrawal of accommodation” to “neutral” as a precursor to a likely rate cut in MPC’s December 2024 bi-monthly monetary policy review, say experts.

Governor Shaktikanta Das will make a statement on the deliberations at the MPC on Wednesday.

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