Check out inTREASURY.com
So far, I’ve been under the impression that except for the RBI site, it is not easy to find information on the Indian yield curve, credit spreads, and such. No more! I found inTREASURY.com, which has tons of (historical & current) data on G-sec & corporate bond yields, macro-economic indicators, liquidity measures and such. Although a lot of it requires subscription, there is enough free data available to make the site valuable for traders & investors.
As an example, here’s the yield curve for India for 2004-2006 - you can see that each year has seen the curve rise by ~1.2% across all maturities. However, if you look at the spread (the difference between 30-yr & 1-yr yields), you’ll note that the curve has flattened since 2004.
Yield Curve on June 28, 2006:
Yield Curve on June 28, 2005:
Yield Curve on June 28, 2004:
If the RBI raises interest rates to keep up with the US Fed, will we see a flat yield curve in 2007?
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