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Indian Foreign Exchange Reserves and its deployment By Dr. Bobby Srinivasan and Dr. Sudhakar Balachandran

Posted by bobbysrinivasan on March 31, 2015

Indian foreign reserves stood at around US $ 330 billion as of last week. This amount is the temporarily parked money in the stock and bond market or NRI deposits or external commercial borrowing (both public and private). A significant portion of it is short-term debt. In summary it is mostly borrowed not earned money. The current account deficit went beyond 4 percent of GDP in 2013-14. However this has come down significantly, thanks to the drop in oil prices in 2014-15.

 

Given the global current economic scenario, the Indian stock market seems to be best bet for FIIs money. Besides our software exports are doing particularly.

 

What does the Indian govt. do with all these foreign holdings? The latest data from the US treasury department shows that India which held securities with $ 83 billion in December 2014 has added another $ 8 billion in a month. India’s current exposure to the US govt. securities now stands at 91.2 billion dollars. In this regard China remains the largest holder of the US treasuries amounting to $ 1.24 trillion dollars. Brazil also has a significant amount of money invested in the US treasuries which amounts to $ 257 billion. Even Russia has $ 82 billion.

 

The yield on the 10 year US treasury is currently around 2.5 percent. If the US interest rates moved up in the future, our investment will go down in value. The current market price will make our investment less valuable. Perhaps the Indian government plans to hold the funds until maturity to receive the full value.

 

If the Indian foreign reserves were managed rather than investing long term US securities the country could achieve possible increase in returns through writing covered calls on their gold and treasury holdings. This in fact is a common practice in investment banking. I am not sure whether sovereign fund management is permitted by the Indian government rules and regulations.

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