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imageMUMBAI: Indian government bonds gained on Wednesday as investors were attracted to debt after markets had been battered over the previous two sessions, but caution prevailed ahead of a long weekend.

The 10-year bond had surged 7 basis points over the previous two sessions till Tuesday's close, hitting their highest level in 2-1/2 weeks on Tuesday over uncertainty about the Reserve Bank of India's policy review.

Although the RBI ended leaving rates on hold on Tuesday as expected, it said it would gradually cut the banks' held-to-maturity (HTM) ceiling next year. Traders fear that could lead to volatility as lenders mark more securities to market, and worry it will reduce banks' demand for future debt auctions.

Bonds thus fell for the week despite the rebound on Wednesday, snapping a four-week winning streak.

Traders were also cautious given markets will be closed from Thursday to Monday, with trading resuming on Tuesday.

"Banks balance sheets are not really expanding and with this cut in HTM, there is really no incremental demand from banks, so debt sales will remain a concern for markets," said Anoop Verma, senior vice president, fixed income at DCB Bank.

The benchmark 10-year bond yield closed down 3 basis points on the day at 8.48 percent, snapping two days of rise. On the week, yields rose 4 basis points.

Traders will continue to monitor global crude oil prices and the rupee for near-term direction.

In the overnight indexed swap market, the benchmark five-year swap rate closed down 1 basis point at 7.86 percent while the one-year rate also ended 1 bp lower at 8.44 percent.

Copyright Reuters, 2014

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