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Market, policy rate implications of budget.


Date: 26-02-2010
Subject: Market, policy rate implications of budget

With the Indian economy picking up steam, winding down the fiscal stimulus may be the central theme in the budget scheduled to be presented on Feb. 26.

The government has rolled out about 1.86 trillion rupees ($40 billion) in tax concessions and a further $4 billion in new spending since 2008, but this has strained the deficit and borrowing.

Here are some possible scenarios for the budget and its policy and market impact:

PARTIAL WITHDRAWAL OF FISCAL STIMULUS

A partial rollback would help the government bring down the fiscal deficit to its forecast of 5.5 percent of gross domestic product in 2010/11 from a projected 6.8 percent this year.

But the gross market borrowing figure for 2010/11 could still touch 4.61 trillion rupees ($100 billion) because of higher redemptions, according to a Reuters poll of 28 economists.

That would be broadly in line with what the central bank seems to have factored in, predicting gross borrowing to be "slightly higher" than this year's record 4.51 trillion rupees.

The government may start by hiking factory gate duties -- effectively a tax on manufactured goods -- by about 2 percentage points for fast-recovering sectors such as automobiles, consumer durables, and metals.

The government may also raise service tax by 2 percentage points or bring more services under the tax net. This would yield the government around $9 billion in revenue and would go some way in bringing the deficit just below 5.5 percent of the GDP.

Such an outcome would cement expectations that the central bank will continue to unwind its loose monetary policy and raise interest rates by 25 basis points at its April review following last month's rise in banks' required reserves.

However, the Reserve Bank of India, which also manages the government's borrowing, cannot afford to be too aggressive as it wants to keep New Delhi's borrowing costs down and ensure sufficient investor demand.

In the absence of bond buybacks by the central bank, it will have to ensure adequate liquidity for smooth borrowing, giving it less leeway to raise banks' cash reserve ratios.

PROBABILITY: High

MARKET IMPACT: Limited. The 10-year benchmark bond yield may touch 8.25 percent, from 7.85 percent now, on knee-jerk reaction if the gross borrowing touches 4.7 trillion rupees. Though the market has factored in another record year of government borrowing of around 4.6 trillion, the actual event may add to jitters. Bond and swap yields touched 16-month highs last week on supply and inflation concerns.

Also, with borrowing being frontloaded early in the new year, worries over high supply in the expected absence of open market purchases may keep the benchmark above 8 percent.

COMPLETE ROLLBACK OF FISCAL STIMULUS:

Record industrial output growth of 16.8 percent in December has increased speculation a rollback could be more extensive than markets expect, though policymakers believe the recovery is still uneven and driven largely by the stimulus.

A complete reversal would mean factory gate rates rise by 6 percentage points and service tax rates by 2 percentage points to pre-crisis levels.

This would fetch the government over $21 billion in revenue, pushing down the fiscal deficit to below 5.2 percent of GDP and gross borrowing below 4 trillion rupees.

Such radical action might imply that the government is sure of economic recovery, which could mean monetary policy tightening to contain inflation expectations, possibly by 25-50 basis points.

PROBABILITY: Unlikely

MARKET IMPACT: Stocks may slide and but bond yields may touch 7.80 percent on a relief rally on low borrowing before inching up to 8 percent on expectations of heavy supply early in 2010/11.

Typically, about 60 to 70 percent of government borrowing is conducted in the first half of India's fiscal year.

NO ROLLBACK OF STIMULUS:

With estimates suggesting economic growth of 7.2 percent in the current fiscal year, the government could bet on higher revenues to make up for the loss of income through fiscal concessions.

Another revenue stream could be company stake sales, which the government hopes will raise nearly $7 billion.

But the decision to keep all of the crisis schemes in place would still leave huge fiscal and funding holes, possibly keeping the deficit above 6 percent and driving gross borrowing above 4.8 trillion rupees, pushing up bond yields.

Much higher government borrowing could crowd out corporate borrowers and might prompt the central bank to delay rate increases until later in the year to help the government raise funds in the markets, effectively removing the central bank's ability to use its monetary tools to control inflation.

PROBABILITY: Very unlikely.

MARKET IMPACT: Bond analysts say yields may spike to 8.50 percent and then settle at 8.10-8.15 percent on expectation that the central bank may keep rates on hold for longer.

Source : Sify


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