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Document - I.41: A Profile of Central Government Dated Securities () or PDF - I.41: A Profile of Central Government Dated Securities ()
Date : Aug 29, 2005
I.41: A Profile of Central Government Dated Securities

 

(Amount in Rupees crore)

Item

2004-05

2003-04

2002-03

1

2

3

4

             

1.

Gross Borrowing

 

80,350

1,21,500

1,25,000

2.

Repayments

 

34,316

32,693

27,420

3.

Net Borrowing

 

46,034

88,816

97,580

4.

Weighted Average Maturity(in years)

14.13

14.94

13.83

5.

Weighted Average Yield (per cent)

6.11

5.74

7.34

6.

A.

Maturity Distribution- Amount

     
   

(a) Up to 5 Years

3,000

6,500

0

   

(b) Above 5 and Up to 10 Years

15,000

22,000

45,500

   

(c) Above 10 Years

62,350

93,000

79,500

   

Total

 

80,350

1,21,500

1,25,000

 

B.

Maturity Distribution ( per cent)

     
   

(a) Up to 5 Years

4

5

0

   

(b) Above 5 and Up to 10 Years

19

18

36

   

(c ) Above 10 Years

77

77

64

   

Total

 

100

100

100

7.

Price Based Auctions – Amount

72,350

74,000

56,000

8.

Yield – Per cent

       
 

(a)

Minimum

 

4.49 @

4.69

6.05

       

(12 years)

(4 years)

(12 years, 8 months)

 

(b)

Maximum

 

8.24

6.34

8.62

       

(27 years, 10 months)

(20 years)

(24 years, 3 months)

9.

Yield-Maturity Distribution – wise

     
 

(a)

Less than 10 Years

     
   

Minimum

 

5.47

4.69

6.57

       

(9 years)

(4 years)

(8 years)

   

Maximum

 

7.20

4.62

7.72

       

(5 years, 6 months)

(9 years)

(9 years, 11 months)

 

(b)

10 Years

       
   

Minimum

 

Nil

5.32

6.72

   

Maximum

 

Nil

 

8.14

 

(c)

Above 10 Years

     
   

Minimum

 

4.49

5.96

6.05

       

(12 years)

(10 years, 3 months)

(12 years, 8 months)

   

Maximum

 

8.24

6.32

8.62

       

(27 years, 10 months)

(29 years, 4 months)

(24 years, 8 months)

             

Memo Item :

       

1.

Initial Subscription by RBI

350

21,500

36,175

2.

Open Market Operations by RBI- Net Sales

2,899

41,849

53,780

3.

Monetised Deficit*

     

-28,399

4.

Ways and Means Advances to the Centre(Outstandings)

     
 

(as on March 31)

 

nil

nil

nil

             

* Financial year variation @ : Pertains to FRBs.
Note : Figure in brackets represent residual maturity in years.

 


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