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Monday, October 28, 2013

India 10-Year Bond Yield Climbs to 3-Week High Before RBI Review

India’s 10-year government bonds dropped, pushing the yield to a three-week high, as economists forecast the central bank will boost borrowing costs for the second time in two months to rein in inflation.

Reserve Bank of India Governor Raghuram Rajan will raise the benchmark repurchase rate by 25 basis points to 7.75 percent today, according to 32 of 42 analysts surveyed by Bloomberg. Nine predict no change and one a 50 basis point increase. Monetary policy must tackle elevated inflation even as growth remains “tepid,” the RBI wrote in a report released after trading hours yesterday.

The yield on the 7.16 percent notes due May 2023 climbed two basis points, or 0.02 percentage point, to 8.68 percent as of 9:26 a.m. in Mumbai, the highest level since Oct. 7, prices from the central bank’s trading system show. It jumped eight basis points yesterday.

The RBI’s “commentary affirmed that price stability and the need to anchor inflation expectations remain the cornerstones for the policy decision,” DBS Bank Ltd.’s Singapore-based economist Radhika Rao wrote in a research note. “This affirms expectations that the benchmark repo rate will be raised today.”
Swaps Rise

Wholesale prices rose 6.46 percent in September, the most in seven months, while consumer-price gains quickened to 9.84 percent, official data showed this month.

Rajan, who increased the repo rate by 25 basis points on Sept. 20, has said containing inflation is his top priority. Wholesale prices are still above the comfort level and the persistence of high consumer-price inflation remains a concern, the RBI said yesterday.

Increased price pressures will prompt the RBI to raise the benchmark rate by 50 basis points this month, Taimur Baig, Singapore-based director of Asia economics at Deutsche Bank AG, which took part in the survey, wrote in an Oct. 16 report.

The one-year interest-rate swap, a derivative contract used to guard against fluctuations in funding costs, jumped four basis points to 8.48 percent, data compiled by Bloomberg show.

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