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Bonds gain for second day as short-covering rally continues

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Reuters MUMBAI
Last Updated : Apr 10 2014 | 5:40 PM IST

By Swati Bhat

MUMBAI (Reuters) - Government bonds gained for a second straight session on Thursday as investors continued to hunt for bargains after a sharp fall in debt prices over recent sessions but sentiment remained cautious ahead of the lined-up debt supplies.

The 160 billion rupees debt sale on Friday will include 80 billion rupees of the benchmark 10-year paper and other debt tranches are largely in-line with market expectations, suggesting demand would be good.

Overnight cash rates eased to 7.00/7.10 percent from its previous close of 8.15/8.20 percent with traders suspecting the central bank's recent dollar buying intervention was likely adding to rupee liquidity.

"The fall in yields today was mainly on account of value buying and short covering. With liquidity comfortable this week, there should be decent demand at tomorrow's auction," said Harish Agarwal, a fixed income trader with First Rand Bank.

The benchmark 10-year bond yield closed down 3 basis points at 9.00 percent after moving in a 8.97 percent to 9.06 percent range.

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The 10-year bond yield had hit a four-month high of 9.13 percent on Wednesday, marking a 33 bps rise from its March 28 close, on concerns about tighter cash conditions as the government resumed debt auctions in the new fiscal year, at a time when the central bank has been reluctant to purchase bonds.

Traders expect the 10-year bond to remain rangebound until the consumer price inflation data due on Monday.

In the overnight swaps market, the benchmark five-year rate closed 3 basis points lower at 8.53 percent, while the one-year rate ended down 2 basis points at 8.60 percent.

(Editing by Joyjeet Das)

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First Published: Apr 10 2014 | 5:25 PM IST

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