INTERESTING PLAY IN 1-3 YEAR BUCKET

By · Friday, January 20th, 2012

A very interesting story is likely to unfold in 1-3 year segment on the yield curve. Most of the market participants are in consensus about a downward bias on the yields of various maturities based on various factors which I have enumerated in my last note on AXIS Constant Maturity Scheme. I have given reasons as to why going forward based on both fundamental factors & RBI intervention, yields will take a southward journey.

Consider the following figures to understand the full impact of what I am about to enumerate:

10 Year Benchmark Yield in 14 January 2010

7.66%

10 Year Benchmark Yield in 20 January 2012

8.14%

Difference

048 bps

1 Year CD Yield on 14 January 2010

6.25%

1 Year CD Yield on 18 January 2012

9.98%

Difference

373 bps

Interest Rate hikes between Jan 2010 & Jan 2012

375 bps

CRR Rate Hike from

100 bps

Inflation April 2010

10.88%

Inflation Dec 2011

7.47%

(SOURCE: RELIANCE MUTUAL FUND)

Hence, as can be observed from above, there has been a major impact on the short end of the yield curve (almost 373 bps) v/s long end of the yield curve (only 48 bps) inspite of the fact that RBI raised rates by almost 375 bps during that period. This can be partly attributed to liquidity tightness which is being witnessed over the past year or so due to various RBI actions & initiatives including CRR hike by 100 bps & partly due to FIIs pulling out of emerging markets.

All this was done to contain inflation which continued to hover above 9% levels over this period. All the efforts of RBI along with impact of base effect has brought inflation (food inflation in fact has gone negative) under 8% levels (currently 7.47%).

Hence, as mentioned above, now the general consensus is that RBI will focus on growth (which has come off significantly due to rising interest rates and other factors like global meltdown, etc) rather than inflation & announce measures which will help boosting growth once again. Some of the actions in their order of preference would be conducting OMOs to infuse liquidity (which RBI has already started doing), CRR cut & then interest rate cuts.

All the above will help in infusing liquidity & as is logical, this will impact positively the short end of the curve which was under pressure over last 2 years or so due to liquidity tightness. Also, the fact that 1 year segment had gone up by almost 300-400 bps (v/s only 50 bps on long end); this segment is very nicely poised to compress at a faster pace with RBI’s expected intervention going forward & make the yield curve steeper once again. Though, this will help compression at long end as well, the same might not be as much in terms of it’s impact as it should impact the short to medium term securities.

Hence, I would strongly recommend to invest in those short term plans which have an average maturity ranging from 1 to 3 years & which can capture the above story well. Some of these schemes which have already captured this story or are likely to capture the same  are as follows:

Scheme Name

AUM

YTM

Avg Maturity

Current Exit Loads

Axis Short Term Fund – IP

218 Cr

9.80

2.01 Years

0.25% if units are redeemed/switched out within 1 month from the date of allotment

Birla Sun Life Dynamic Bond Fund – Ret*

3593 Cr

10.05

2.98 Years

If redeemed/switched bet. 0 Days to 180 Days; Exit load is 0.5%. If redeemed/switched bet. 180 Days to 270 Days; Exit load is 0.25%.

DSP BlackRock Short Term Fund

752 Cr

1.45 Years

If redeemed/switched bet. 0 Months to 6 Months; Exit load is 0.5%.

DWS Short Maturity Fund – IP

740 Cr

10.21

1.19 Years

If redeemed/switched bet. 0 Months to 5 Months; Exit load is 0.75%.

Kotak Bond Short Term Plan

945 Cr

9.80

1.41 Years

If redeemed/switched bet. 0 Days to 90 Days; Exit load is 0.5%.

Pramerica Credit Opportunities Fund

63 Cr

11.18

274 Days

If redeemed/switched bet. 0 Days to 365 Days; Exit load is 2%.

Pramerica Dynamic Fund

108 Cr

9.96

1243 Days

If redeemed/switched bet. 0 Days to 365 Days; Exit load is 2%. If redeemed/switched bet. 365 Days to 730 Days; Exit load is 1%.

Pramerica Short Term Income Fund

203 Cr

10.52

267 Days

If redeemed/switched bet. 0 Days to 90 Days; Exit load is 0.5%.

Pramerica Treasury Advantage Fund

81 Cr

10.81

252 Days

If redeemed/switched bet. 0 Days to 365 Days; Exit load is 1%.

Reliance Short Term Fund

758 Cr

9.35

2.09 Years

Exit Load is 0%.

TempletonIndiaCorporate Bond Opportunities

345 Cr

10.71

2.27 Years

If redeemed/switched bet. 0 Months to 12 Months; Exit load is 3%. If redeemed/switched bet. 12 Months to 24 Months; Exit load is 2%. If redeemed/switched bet. 24 Months to 30 Months; Exit load is 1%.

TempletonIndiaIncome Opportunities Fund

3431 Cr

10.61

1.20 Years

If redeemed/switched bet. 0 Months to 6 Months; Exit load is 3%. If redeemed/switched bet. 6 Months to 12 Months; Exit load is 2%. If redeemed/switched bet. 12 Months to 18 Months; Exit load is 1%.

TempletonIndiaSTIP – IP

4673 Cr

10.24

0.87 Years

If redeemed/switched bet. 0 Months to 9 Months; Exit load is 0.5%.

* As on 30 Nov 2011 / Others – As on 30 Dec 2011

Update: “Pramerica Dynamic Fund” details were inadvertently published instead of “Pramerica Dynamic Bond Fund”. The NFO closed on 11 January 2012.

DISCLAIMER

 

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