Primary Market Analysis

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Primary Market Analysis
primary market
analysis
Primary Market Analysis
TABLE 9: SECURITIES & MONEY MARKET (PRIMARY): COMPARATIVE DATA
2017-18
(upto April 2017)
2016-17
(upto April 2016)
16
63000.00
14.97
7.11
16
60000.00
14.15
7.61
164
582000.00
14.77
7.12
Devolvements on PDs(F.V Rs Crore)
Private Placements on RBI (F.V ` Crore)
Redemption (F.V ` Crore)
Net Borrowings(F.V ` Crore)
Total Borrowing (F.V ` Crore)
Budgeted Borrowing (F.V ` Crore)
% Completed of Total Borrowing
3216.00
36767.33
26232.67
63000.00
580000.00
10.86
0.00
43614.43
16385.57
60000.00
600000.00
10.00
5340.76
233459.50
348540.50
582000.00
582000.00
100.00
Borrowing Under MSS
Amount under MSS - DTBs (F.V ` Crore)
Total Outstanding (F.V. ` Crore)
MSS Ceiling (F.V. ` Crore)
Outstanding as percent of Ceiling (%)
50000.00
50000.00
100000.00
50.00
0.00
0.00
50000.00
0.00
1011518.50
0.00
600000.00
0.00
Purchases Under OMO
Dated Securities purchased under OMO
Amount of OMO dated securities purchased (F.V. ` Crore)
-
12
29999.00
49
110013.00
Sale Under OMO
Dated Securities sold under OMO
Amount of OMO dated securities sold (F.V. ` Crore)
-
-
-
Buybacks
Auctions (F.V. ` Crore)
NDS-OM (F.V. ` Crore)
-
-
64133.01
-
SDL
Total no of Issues
Gross Amount Borrowed (F.V ` Crore)
Weighted Average Coupon (%)
12
16450.00
7.64
17
14080.00
7.99
337
381979.30
7.48
Cash Management Bill
Amount (F.V Rs Crore)
Weighted Average Cut -off (%)
20000.00
6.10
-
-
91 Day Treasury Bills
Amount (F.V ` Crore)
Weighted Average Cut -off (%)
65602.87
6.04
56609.18
6.82
664522.50
6.46
182 Day Treasury Bills
Amount (F.V ` Crore)
Weighted Average Cut -off (%)
14727.69
6.23
12005.00
6.92
174035.07
6.53
364 Day Treasury Bill
Amount (F.V ` Crore)
Weighted Average Cut -off (%)
12000.00
6.33
12002.00
6.91
142525.75
6.56
6.50 (06-04-17)
4.00 (09-02-13)
6.00 (06-04-17)
6.25 (04-10-16)
5.79 - 6.03
7.00 (05-04-16)
4.00 (09-02-13)
6.00 (05-04-16)
6.50 (05-04-16)
6.36 - 6.79
6.75 (04-10-16)
4.00 (09-02-13)
5.75 (04-10-16)
6.25 (04-10-16)
5.88 - 6.79
2016-17
Benchmark Rates
Bank Rate(% p.a)(Effective Date)
CRR Rate (% p.a.)(Effective Date)
Reverse Repo Rate(%)(Effective Date)
Repo Rate (%) (Effective Date)
Call Money Range(%)
CCIL
GOI Borrowing
Total no of Issues (including reissues)
Gross Amount Borrowed Excluding MSS (F.V ` Crore)
Weighted Average Maturity (years)
Weighted Average Yield (%)
Monthly Newsletter May 2017
Dated Securities
63
primary market
analysis
TABLE 10: LIQUIDITY ANALYSIS
Amount ` Crore
Financial Year
Government Securities*
Gross Borrowing
Redemption
Net Borrowing
Outstanding
Coupon Payment
2006-07
195028.99
53295.84
141733.15
1190603.88
2007-08
194049.85
47937.53
146112.33
1452383.03
2008-09
277000.00
57697.89
219302.11
1715082.84
2009-10
428306.33
100937.22
327369.11
2042451.94
2010-11
437000.00
114323.25
322676.75
2365965.71
2011-12
510000.00
83975.48
426024.52
2798985.23
2012-13
558000.00
90615.94
467384.06
3267430.12
231643.31
2013-14
563973.04
105598.84
458374.20
3720804.01
282190.43
2014-15
592000.00
148578.22
443421.78
4162571.24
351519.03
2015-16
585000.00
181892.67
403107.33
4566629.59
354153.61
2016-17
582000.00
233459.50
348540.50
4912816.07
386941.74
Apr-17
63000.00
36767.33
26232.67
4939048.75
13146.05
20824.57
6550.85
14273.72
251072.27
* including Special Securities and FRBs
State Development Loans**
2006-07
2007-08
67778.59
11554.52
56224.07
302724.48
2008-09
118137.66
14371.33
103766.32
369290.70
2009-10
131121.69
16238.42
114883.27
517405.62
2010-11
104039.26
15641.19
88398.07
605803.69
2011-12
158632.30
21989.24
136643.06
742411.75
2012-13
177278.62
30621.75
146656.87
889068.62
46507.38
2013-14
200003.82
32036.56
167967.25
1057035.87
73200.33
2014-15
249418.51
33376.59
216041.92
1273077.79
91361.80
2015-16
401490.43
35180.29
366310.14
1639387.93
111656.63
2016-17
491075.27
40411.04
450664.22
2090052.15
151430.52
Apr-17
16450.00
2087.00
14363.00
2104415.15
12342.51
2006-07
220035.70
174367.69
45668.00
115473.69
2007-08
314495.65
347650.93
-33155.28
136139.95
2008-09
360912.12
329084.95
31827.17
150273.80
2009-10
385875.14
399148.80
-13273.66
137466.34
2010-11
355765.09
343438.33
12326.76
141326.90
2011-12
723813.16
498620.14
225193.02
267019.92
2012-13
802830.39
770087.16
32743.23
299764.15
2013-14
961759.11
815192.96
146566.15
339134.30
2014-15
977125.85
950758.62
26367.23
363703.53
2015-16
1002888.32
993695.17
9193.15
364692.43
2016-17
981083.31
1010976.09
-29892.78
334802.10
Apr-17
112330.56
63828.79
48501.77
433303.87
** excluding Power Bonds
CCIL
Monthly Newsletter May 2017
Treasury Bills
64

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