5 Feb 2024

Domestic g-sec yield to come down driven by lower market borrowing in FY25

As Union Govt is on path of fiscal consolidation, market borrowing of GoI during FY5 is lower as compared that in current fiscal year. The reduction in market borrowing for FY25 is expected to lead to a decrease in the yield of domestic government securities.

author dp
Team INRBonds
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As per interim Union Budget 2024-25, fiscal deficit has been pegged at 5.1% for FY25 while for FY24, it has been revised to 5.8% from 5.9% as budgeted earlier. For FY25, Gross market borrowing and net market borrowing have been budgeted at Rs 14.13 trillion as compared to Rs 15.45 billion in FY24. Due to a reduced availability of gilt securities in the upcoming fiscal year, we can anticipate an increase in g-sec prices and a corresponding decrease in g-sec yields.

 

 

 

 

 

 

 

 

Government bonds, SDL and OIS yield movements

During the past week, there were several notable changes in bond yields:

The yield for the 10-year benchmark 7.18% 2033 bond yield came down by 1 bps to 7.05%. The 7.06% 2028 bond's yield lost 7 basis points to 6.98%. 7.18% 2037 bond yield declined by 17 bps to 7.10%. The long-term paper, represented by the 7.25% 2063 bond, its yield decreased by 17 bps to 7.16%.

The spread between the 10-year and 5-year bonds declined to 4 bps from 12 basis points as compared to the previous week. The spread between the 15-year benchmark and the 10-year benchmark decreased to 5 bps from 10 bps. Additionally, the spread between the 30-year benchmark and the 10-year benchmark declined to 11 bps from 16 bps as compared to the previous week.

 

Lastly, in the Overnight Indexed Swap (OIS) rates, the 1-year OIS yield declined by 5 bps to 6.57%, while the 5-year OIS yield decreased by 7 bps to 6.11%.

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