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Bonds gain after RBI assures will ensure cash

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Reuters MUMBAI
Last Updated : Sep 26 2013 | 5:46 PM IST

By Subhadip Sircar

MUMBAI (Reuters) - Government bonds rose on Thursday after the Reserve Bank of India (RBI0 assured markets it would ensure adequate cash and also buy debt via open market operations if needed.

The RBI's comments, announced after trading hours on Wednesday, came as yields had risen by 60 basis points (bps) after a surprise hike in the repo rate on Friday and on worries about the fiscal second borrowing programme of the government.

Cash continues to be tight, though the overnight borrowing rate has come off after the RBI lowered its marginal standing facility rate by 75 bps to 9.5 percent.

The RBI has been injecting about 1.5 trillion rupees on a daily basis via the repo auction, the export credit refinance facility and the marginal standing facility taken together.

Bond dealers have been hoping that the central bank would provide some intervention through open market bond purchases to help tight cash conditions. It last bought bonds from the secondary market in late August.

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"It is a positive for the market. While one expected the yields to cool off after the cut in MSF rate, the longer-end was not too exuberant because of the supply," said Lakshmi Iyer, head of fixed income at Kotak Mutual Fund.

"The assurance by the RBI serves two purposes - it will bring the curve down as well as anchor the long-end."

Nearly one-third of a federal bond auction on Monday had to be underwritten by primary dealers after poor demand from investors.

The government will sell another 140 billion rupees of bonds on Friday, in the last sale of the fiscal first half that ends in September.

It will also borrow 2.35 trillion rupees between October and March.

The benchmark 10-year bond yield closed at 8.72 percent, down 7 basis points. It fell to an intraday low of 8.67 percent.

In the overnight indexed swap market, the benchmark five-year rate closed 4 bps lower at 8.35 percent, while the one-year rate ended 3 bps down at 8.76 percent.

Bonds were also helped by gains in the rupee which rose after the RBI relaxed the minimum maturity tenure for banks' foreign currency borrowings to one year from three years, in order to use the central bank's swap facility which was set up to support the ailing rupee.

The partially convertible currency ended stronger on the day at 62.07/08 per dollar versus its close of 62.44/45 on Wednesday.

However, comments from RBI chief Raghuram Rajan on the central bank being worried about high inflation even after stripping out the effects of food prices, led to bonds giving up some gains.

(Editing by Kim Coghill and Anupama Dwivedi)

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First Published: Sep 26 2013 | 5:37 PM IST

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