Wednesday, 22 February 2017

G-sec yields hit by note ban; public debt rises 2.4% in Q3 -The Total Investment & Insurance Solutions

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22 February 2017

Union government securities' (G-sec) yields declined sharply during the third quarter ended December 2016 on account of the demonetisation drive that led to a surge in bank deposits and bullish market sentiment, an official said on Tuesday. The Total Investment & Insurance Solutions

"G-sec yields declined sharply across the curve during the quarter, post the government's decision in November to demonetise high denomination notes, which was viewed positively by markets as deposits were expected to surge in banks and led to bullish market sentiment, particularly for short end bonds," said a Finance Ministry statement here as the Quarterly Report on Debt Management for October-December 2016 was released. The Total Investment & Insurance Solutions

"The trading volume of government securities on an outright basis during the third quarter of 2016-17 decreased by 11.87 per cent over the previous quarter," it said.

"The bullish market sentiment was however, restrained to a certain extent with rise in global crude prices on OPEC agreement with Russia in its meeting to cut oil output, hiking by US Fed of key policy rate by 25 bais points and FOMC (Federal Open Market Committee) commentary suggesting further rate hikes at a faster pace," it added. The Total Investment & Insurance Solutions

The public debt of the Union government increased 2.4 per cent in the third quarter ended December, compared to the previous quarter. The Total Investment & Insurance Solutions

"The Public Debt (excluding liabilities under the 'Public Account') of the central government provisionally increased by 2.4 per cent in second quarter of 2016-17 on Q-o-Q basis," the ministry said.

Internal debt made up 92.6 per cent of public debt as at end-December 2016, while marketable securities accounted for 83.6 per cent, the report said. The Total Investment & Insurance Solutions

About 26.6 per cent of outstanding stock has a residual maturity of up to 5 years, which implies that over the next five years, on an average, around 5.3 per cent of outstanding stock needs to be rolled over every year. The Total Investment & Insurance Solutions

"Thus, the rollover risk in debt portfolio continues to be low. The implementation of budgeted buyback/switches in coming months is expected to further reduce roll over risk," it added.

The government issued dated securities worth Rs 1.61 lakh crore during the third quarter of the fiscal, taking gross borrowings in first nine months 2016-17 to Rs5.02 lakh crore, or 83.7% of Budget Estimates (BE), as compared to 85.6% of BE in the April-December period of 2015-16. 


"Net market borrowings during April-December of the ongoing fiscal was at Rs3,62,012 crore, 85.1 per cent of BE Auctions, both government dated securities and treasury bills, during third quarter of 2016-17 were held in accordance with the pre-announced issuance calendar," the report said. The Total Investment & Insurance Solutions

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