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Banks Cash in on Gilt Price Surge as RBI Move Sparks Rate Cut Hopes

Reserve Bank of India’s projection of lower inflation and assurance on enough liquidity would be positive for banks’ treasury operation which could well boost earnings of many stressed governmentowned lenders, two people familiar with the matter said. These banks sold a net of ?12,036 crore of debt securities on Wednesday, this year’s largest single day sale, capturing gains from falling bond yields.
On the same day, the benchmark yield dipped 13 basis points as prices rose. The benchmark paper Thursday yielded 7.43%, the lowest since April 10. The sovereign gauge plunged about 57 basis points past two months. Bond prices are yield move in opposite direction. “It seems, India is heading towards a comparatively lower interest rate scenario,” said Kamal Mahajan, head of treasury and global markets at Bank of Baroda. Banks are likely to post higher profits because of the fact that the hefty provisions against treasury losses made between March and June will now get a scope of reversal amid dipping yields.”
When banks incur mark-to-market losses, they are mandated to make provisions against such losses. Now, they are not allowed to book mark-to-market profits but write back provisions, already made against earlier losses. The central bank lowered the inflation forecast for the second time to 2.7-3.2% for second half of FY19, from 3.9-4.5% forecast made in the October policy meeting. For the first half of fiscal 2020, inflation is projected at 3.8-4.2%, with upside risks.
“This is positive development as lower bond yield will reduce MTM provisions in banks which have not fully provided and in other cases write-backs could be there in third quarter earnings,” said Ashutosh K Mishra, head of research, institutional equity at Ashika Stock Broking. Despite RBI’s continuation with “calibrated tightening” stance, the softer tone of the policy made some market participants expect a cut in the benchmark rate next year, which if happens, would push yields down. In overseas market, US Treasury yields slipped 34 basis points in past one month to 2.89% sparking off fears of recession. Besides, global crude oil prices have fallen about 30% since October, reducing New Delhi’s oil import bills.
RBI injected durable liquidity amounting to ?36,000 crore in October and ?50,000 crore in November through open market purchase operations, bringing total durable liquidity injection to Rs 1.36 lakh crore for FY19. The changing global scene may put further pressure on domestic yields. Traders mostly expect the benchmark yield to trade in the range of 7.20-7.70% with an element of risk emanating from domestic elections. “There could be some uncertainty over domestic elections,” said Mahajan. Moreover, trading activity has gone up in the sovereign debt market giving banks opportunity to tap trading profits. At ?85,464 crore on Wednesday, the daily volume more than doubled this week. It recorded about ?79,000 crore on Thursday.
 
The Economics Times, 07th December 2018

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