The deceased were identified as Purna Chandra Dehury, an ex-BSF jawan residing at RS Colony Bondamunda and Parameswara Behera from Riamala in Deogarh district, the police said.
The guards were posted in the local branch of Odisha State Co-operative Bank (OSCB) at Sriram Complex in the Daily Market area, but the branch was closed for the past three days due to festival and Sunday.
"We suspect both killed each other. However, the incident needs to be verified. The killings appeared to have taken place when one guard was relieving another at the end of a shift," said Sangram Kumar Biswal, inspector-in-charge of plant site police station.
Local residents said both the guards came out to have tea from a vendor nearby and were not carrying their weapons.
A N Sinha, SP Rourkela, said, "We are sure there was no other angle to it because prima-facie investigation revealed there was no intrusion into the bank at that hour. All circumstantial evidences indicate that only the two were present there and no others."
The Branch Manager of the bank Prafula Mohanty was on leave and no other senior bank official was available for comment.
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