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Indian federal bond yields and swaps fell on Friday as investors cheered the central bank's move to ease the cash crunch in the banking system through open market operations. The Reserve Bank of India said after market hours on Thursday it will buy up to 120 billion rupees ($2.22 billion) of federal government bonds on December 11 through OMO, its second debt buy in two weeks.

"Continued OMO by RBI shows the resolve of the central bank to ease monetary conditions," said Sandeep Bagla, executive vice-president at ICICI Securities Primary Dealership. The remarks from RBI Deputy Governor Subir Gokarn earlier on Friday that the central bank will take more steps to address the deficit if needed further soothed investors.

Assurance by the government that there will be no extra borrowing despite India seeking to spend an extra 308.4 billion rupees in the current fiscal year ending March 2013 also aided sentiment. A drop in global crude oil prices on economic uncertainty in both the United States and Europe, with the European Central Bank indicating it could take a year to start recovery there, has raised hopes of lower inflation in the domestic economy.

There was more relief after the Indian government won a vote in the upper house of parliament on allowing foreign supermarkets to set up shop in India. The 8.33 percent 2026 bond yield was 1 basis point lower at 8.25 percent, after trading in the 8.24-8.26 percent range during the day. The benchmark 10-year bond is in the shut period for trading.

Investors held off taking aggressive steps as India will release headline inflation data for November and factory output data for October next week. The two are key data points ahead of RBI's monetary policy meeting on December 18. India's short-end 1-year OIS rate ended down 6 basis points(bps) at 7.64 percent and the benchmark 5-year OIS was down 5 bps at 7.06 percent, both levels at their lowest since October 30.

Copyright Reuters, 2012


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