19 Jul 2021

G-sec yields drift higher, as inflation stays high-Weekly Fixed Income Analysis

New 10 year government bond, 6.10% 2031 bond, saw yields rising and prices falling, as markets worried about inflation and bond supply.

author dp
Team INRBonds
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The new 10 year benchmark government bond, the 6.10% 2031 bond, saw yields drift higher by 3bps to close at 6.13%. The old 10 year bond, the 5.85% 2030 bond, yield closed at 6.20%. In June, RBI had tried to peg the 10 year yield at 6% but the market took up yields as soon as the new 10 year bond auction was announced a couple of weeks ago.

In tandem, both 5 year and 30 year bonds saw auction cut offs come in higher at levels of 5.67% and 7.2%.

CPI and CPI core inflation stood above 6% for the 2nd consecutive month and with fuel costs at all time highs, every other cost including essential items, are rising. Monsoon season also brings in higher food prices due to supply disruption. Inflation expectations are only rising, which could place further pressure on bond yields.

The economy is also showing good strength with corporate numbers looking robust and many of them showing strong positive guidance. New capacities are coming on stream indicating that demand is high and supply is not enough to meet demand, leading to higher prices.   

 

Name of Company

Revenue growth

Operating margin

Guidance

Tata Steel

4.91%

19%

Focus reverts to growth with comfortable leverage

 Net debt to EBITDA targeted below 2x across steel cycles 

JSW Steel

 9%

25%

For FY22, JSW Steel has set its crude steel guidance at 22.94 million tonnes, company looking to achieve sales of 21.63 million tonnes

Godawari Power & Ispat 

 24%

30%

Will be Debt free and future expansion plans will be funded by internal accruals

Tata Motors

-4.50%

12%

the company expects to report a cash outflow of about GBP 1 billion with a negative EBIT margin for the quarter.

Marico

10%

20%

key input costs started easing after peaking at the start of this quarter, gross and operating margins should  see significant  sequential improvement  in  Q1  and  thereafter  trend  towards  medium  term expectations.

 

Government bonds, SDL and OIS yield movements        

During last week, 6.10% 2031 yield rose by 3 bps to 6.13% while 5.85% 2030 yield rose by 2 bps to 6.21%. 5-year benchmark bond, 5.22% 2025 yield came down by 9 bps to 5.50%. 6.57% 2033 yield rose by 3 bps to 6.88%. Long-term paper, 7.16% 2050 yield gained 1 bp to 7.18%.

The spread of 10-year bond over 5-year bond (5.22% 2025) rose to 63 bps from 60 bps in previous week.  The 15-year benchmark over 10-year benchmark spread rose to 75 bps from 66 bps while 30-year benchmark over 10-year benchmark spread increased to 95 bps from 89 bps.

Average 10-year SDL auction cut-off remained stable at 7% from 6.9% during previous week. Consequently, spread stood stable at 80 bps from 81 bps during previous week.

On weekly basis, 1-year OIS yield declined by 2 bp to 3.89% while 5-year OIS yield decreased by 9 bps to 5.27%.

                              

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