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Indian 10-Year Bond Yields Drop Below 7% Amid Cooling Inflation and Rate Cut Hopes

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June 14, 2024

New Delhi, India

Indian government bond yields declined below 7% on Friday, driven by cooling inflation and increasing expectations of an interest rate cut by the US Federal Reserve. This trend mirrors the decrease in US Treasury yields following similar economic signals.

Key Highlights

  • Indian 10-Year Yield: Dropped to 6.9779% from 6.9872%
  • US Treasury Yields: Hit a two-month low
  • US Producer Price Index: Fell 0.2% in May after a 0.5% rise in April
  • Indian CPI Inflation: Moderated to 4.75% in May from 4.8% in April

Market Dynamics

The decline in Indian bond yields aligns with the fall in US Treasury yields, which dropped due to signs of a cooling labor market and subdued price pressures. The US 10-year yield reached its lowest in over two months after the US producer price index for final demand decreased by 0.2% in May, contrary to the expected 0.1% rise. This softer inflation data has fueled expectations of a rate cut by the Federal Reserve, with the futures market anticipating a 50 basis points cut this year despite the Fed’s projection of just one 25 basis point cut in 2024.

Indian Bond Market Sentiment

The positive sentiment in India’s bond market is bolstered by several factors:

  • Government Bond Sale: India plans to raise ₹34,000 crore ($4.07 billion) through bond sales, including a new seven-year paper.
  • JPMorgan Index Inclusion: The inclusion of Indian government bonds in JPMorgan’s emerging market debt index could attract inflows between $20 billion and $25 billion.
  • Fiscal Consolidation: Investors are also looking ahead to the government’s fiscal consolidation strategy in the upcoming Union Budget.

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Conclusion

The recent drop in Indian 10-year bond yields below 7% reflects the broader trend of declining global yields amid cooling inflation and anticipated interest rate cuts. As the bond market responds to these economic indicators, investors remain watchful of upcoming fiscal policies and global economic trends.

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