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Monetary Policy: Overnight swap rates hint rate cut hopes ruled out

Overnight indexed swap (OIS) rates in India have shown that derivatives markets have generally relinquished expectations of rate cuts in 2024 as the central bank continues to focus on bringing inflation down to its target of 4%. The OIS market has moved towards pricing out all rate cuts in aggregate, with the hope of nominal rate cuts towards the end of the calendar year.

Monetary Policy: Overnight swap rates hint rate cut hopes ruled out

Overnight indexed swap (OIS) rates in India have shown that derivatives markets have generally relinquished expectations of rate cuts in 2024 as the central bank continues to focus on bringing inflation down to its target of 4%. The OIS market has moved towards pricing out all rate cuts in aggregate, with the hope of nominal rate cuts towards the end of the calendar year.

Rupee s dive traps FPIs with unhedged govt bond positions

Foreign portfolio investors, having splurged on government bonds ahead of India s inclusion in global indices, offloaded ₹3,966 crore (around $450 million to $475 million) worth of sovereign debt in a single day when the rupee weakened past successive technical levels amid a retreating Chinese yuan and lack of significant market interventions by the Reserve Bank of India.

EU moves to tweak rules on foreign central counterparties amid tussle between RBI and European regulators

ET has seen a document dated February 13 that showed the General Secretariat of the Council of the European Union has sent two proposals to the Permanent Representatives Committee of the council concerning treatment of central counterparties. This has been a bone of contention between the RBI and the EU authorities since October 2022.

GIFT City taps RBI for RTGS-like dollar payment system

Among the proposals currently being discussed was the establishment of a single settlement bank in GIFT City, with which other entities would have dollar balances. Subsequently, debits and credits would be conducted through the settlement bank, sources said.

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