4 Mar 2024

Rising Yields, GDP Growth Surges, and Oil Prices Soar - Market Highlights

author dp
Team INRBonds
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Weekly Market Movement :

  1. 10 Yr benchmark yields rose by 2bps on a weekly basis.
  2. FPIs bought Rs. 176 billion worth of Gsecs under FAR in February vs Rs. 189 billion in January.
  3. Domestic Q3Fy24 real GDP reported at 8.4% vs 8.1% growth in Q2Fy24.
  4. Weekly T-bill auction reported at slightly lower level than compared to previous auction.
  5. 10 Yr UST yield traded at 4.18%.
  6. US Personal consumption expenditure price index in the US increased 0.3% MoM in January 2024, in line with market expectations of 0.3%.
  7. Brent crude oil prices rose above USD 80 per barrel, highest in 4 months driven by speculation that OPEC+ will extend supply cuts.
  8. Domestic banking liquidity deficit amounting to Rs. 1568 billion.

Market Data

Particulars

1/3/2024

23/2/2024

Change

10 Yr Benchmark Gsec (%)

7.06%

7.04%

2 bps

Banking Liquidity (in Rs Billion)

-1568

-2371.1

33.87%

5 Yr OIS (%)

6.33%

6.36%

-3 bps

1 Yr OIS (%)

6.74%

6.73%

1 bps

INRBonds Retail High Yield Index

9.58%

9.59%

-1 bps

Nifty

22378

22212

0.75%

10 Yr SDL

7.48%

7.48%

0 bps

91 Day T-Bill (%)

6.96%

7.01%

-5 bps

182 Day T-Bill (%)

7.17%

7.18%

-1.01 bps

10 Yr US Treasury Yield (%)

4.18%

4.23%

-5 bps

US Junk Bond Yield (%)

7.68%

7.64%

4 bps

Brent Crude Oil (In USD per Barrel)

83.55

80.25

4.11%

Primary & Secondary Corporate Bonds Data

Primary Public Debt Issuance

Maturity

Yield

-

10% Navi Finserv

18 Months (Monthly)

10.47%

10.4% Navi Finserv

27 Months (Monthly)

10.91%

10.9% Navi Finserv

27 Months (Yearly)

10.94%

10.65% Navi Finserv

36 Months (Monthly)

11.19%

11.19% Navi Finserv

36 Months (Yearly)

11.19%

Top 5 Secondary Retail Trades

Maturity

Yield

-

IIFL Samasta

18-05-2030

10.90%

UGRO Capital

08-03-2026

11.45%

Manipal Healthcare

10-04-2026

11.60%

Belstar Microfinance

19-07-2025

10.61%

UP Power Corp

30-03-2029

9.50%

Currency Market Data

Particulars

1/3/2024

23/2/2024

Change

USD/INR

82.849

82.89

-0.05%

DXY

103.89

103.973

-0.08%

USD/ Brazil Real

4.98

4.9942

-0.28%

EUR/ USD

1.09

1.0821

0.73%

USD/CNY

7.1968

7.198

-0.02%

USD/JPY

150.1

150.45

-0.23%

USD/ Russian Ruble

91.7348

94.867

-3.30%