Fixed Income And Currency Market

19 Mar 2023

364 day T-bill yields indicate longer term liquidity issues

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The high levels on 364 day T-bill auction cut off yields indicate that liquidity is expected to stay tight over the next one year and this does not bode well for the shorter end of the yield curve. However, one year swap yields are not as pessimistic and excess liquidity to ease sooner than later.

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Subhasis Mishra
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