As per the g-sec borrowing calendar, the central government will borrow Rs 6.61 tn and Rs 4.95 tn on gross and net basis respectively in H2 FY25.

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Sep 26, 2024

QuantEco Research || H2 FY25 g-sec borrowing calendar: Sticks to the target

As per the g-sec borrowing calendar, the central government will borrow Rs 6.61 tn and Rs 4.95 tn on gross and net basis respectively in H2 FY25. This will include Rs 200 bn issuance of sovereign green bond. Months of Nov-24 and Dec-24 would see the min and max issuances respectively on net basis. From duration perspective, the extreme long end of the yield curve (21-50Y segment) will do the heavy lifting (~39% share in issuances), followed by its belly (6-10Y segment) with ~32% share in issuances. The gap in the share of issuances between the long end and the belly of the curve is the widest on record. However, this won’t result in curve steepening as both these segments are expected to face healthy demand from FPIs (on account of India’s bond index inclusion from Jun-24) and insurance companies/PFs respectively. Notably, FPI debt has clocked a record high monthly inflow USD 4.3 bn in Sep-24 (so far). We maintain a downside risk to our 10Y g-sec call of 6.75% by Mar-25.