The yield curve has held on to its spoon shape, but 10Y bond spreads over 1Y / 2Y / 5Y bonds have continued to improve, because the yields of short term notes / bonds have steadily gone down.
Showing posts with label CCIL. Show all posts
Showing posts with label CCIL. Show all posts
Thursday, October 17, 2013
Thursday, September 26, 2013
Indian Yield Curve - 25/09/2013
Long-term bond yields beyond 15-yrs are still close to their highest values in the last 3-4 months (between 9 to 9.5%).
However, judging by the trend of 10Y yields over 6M, 1Y, 2Y, 5Y yields, the corrections seems to have begun. The 1Y, 2Y, 5Y yields have all fallen below the 10Y yield for the first time after 16/07/2013. The chart is below:
However, judging by the trend of 10Y yields over 6M, 1Y, 2Y, 5Y yields, the corrections seems to have begun. The 1Y, 2Y, 5Y yields have all fallen below the 10Y yield for the first time after 16/07/2013. The chart is below:
Sunday, September 8, 2013
Indian Yield Curve - 06/09/2013
What a wild couple of months its been!
The Indian yield curve is now inverted, in an attempt by the RBI to make it more expensive to short/sell the Indian Rupee. Is that the correct response keeping in mind the accelerating slowdown?
Further Reading -
Monday, May 2, 2011
Indian Yield Curve - 02/05/2011
Link to data: CCIL Indian Yield Curve (02/05/2011)
There are the signs of a bump forming between the 0.5-1.5 year range. Perhaps this is in line with market expectations of further rate hikes by RBI expected to be announced soon?
There are the signs of a bump forming between the 0.5-1.5 year range. Perhaps this is in line with market expectations of further rate hikes by RBI expected to be announced soon?
Monday, April 25, 2011
Indian Yield Curve - 21/04/2011
Link to data:
CCIL - India Yield Curve data (21/04/2010)India has a very flat yield curve at the moment, and interest rates look to be close to their peak. Where will the rates go from here?
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