Indian bond yields up; rate increase, fiscal concerns weigh

The yield on the 10-year benchmark bond yield ended up 1 basis point on the day at 8.46 percent. It rose as high 8.47 percent, up 8 basis points from the day's low.

Volumes were a heavy 118.60 billion rupees ($2.7 billion) on the central bank's trading platform.

The 10-year yield had risen to a 3-year high of 8.48 percent on July 27, a day after the sharper-than-expected 50 basis point rate increase by the central bank.

India's central bank governor chief said on Monday that the country needs to raise interest rates to restrain inflation even at the cost of some sacrifice to growth.

"It is a kind of preparatory notice for the market, so that it is not surprised by another rate hike if inflation stays sticky," said N.S, Venkatesh, treasurer at IDBI Bank.

A top economic advisory panel said the country faces a "significant challenge" in achieving its budgeted fiscal targets for the current year.

The Prime Minister's Economic Advisory Council said the fiscal deficit could touch 4.7 percent in the year to March 2012, above the government's target of 4.6 percent. It also cut its 2011/12 growth forecast to 8.2 percent from 9 percent.

At its July 26 policy, the central bank retained its baseline projection for GDP growth at 8 percent in fiscal year 2012 that ends March.

Indian factory growth fell for the third month in a row in July as a long series of interest rate hikes and faltering global demand weighed on new orders and output growth, a survey showed on Monday.

"The long end is reflecting growth concerns and the market possibly expects that due to high interest rates and anaemic global growth. Indian growth will also be impacted and it will not be as much as the government and the RBI are projecting," said Ashish Parthasarthy, treasurer at HDFC Bank.

The one-year overnight indexed swap rate ended up 5 basis points on the day to 8.34 percent, while the benchmark five-year rate was down 1 basis points at 7.49 percent.

"The 1 year OIS is not pricing in subsequent rate hike, it might be partly pricing in one more rate hike but not more than that and the data will determine future policy course," Parthasarthy of HDFC Bank said.

Bond yields and swaps had fallen in early trade after India's stock market regulator said late on Friday it would auction the unutilised limit in long-term government bonds to foreign institutional investors on Aug. 5.

Dealers will watch global developments for movements on Tuesday with opposing US politicians appeared to have reached a compromise on how to balance budget cuts with an increase in the country's debt ceiling.

The deal was expected to win approval by the US Senate and House of Representatives later in the day.

Copyright Reuters, 2011

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