Investor Presentaiton
GOVERNMENT DEBT MANAGEMENT (CONT'D)
OUTSTANDING GOVERNMENT DOMESTIC SECURITIES
YIELD CURVE OF DOMESTIC SECURITIES
Stock outstanding, AMD bln
Weighted Average Yield, %
Weighted Average Time to Maturity, days
Type of Security
T-bills
Medium-Term Coupon Notes
Long-Term Coupon Bonds
Saving Coupon Bonds
30.09.2021
10.50
10.00
1,116.8
9.59
9.71 9.79 9.84 9.93 9.96 9.97 10.00
9.40
9.50
10.06
8.90
9.00
8.66
3,905
8.36
8.50
7.96
Average Time to
8.00
7.68
Weighted Average
7.55
Maturity, days
Yield, %
7.50
143
7.12
7.00
6.50
844
7.95
6.00
5,495
11.17
1D 1M
3M 6M 9M
1Y 2Y 3Y
4Y
5Y
7Y 10Y 15Y 20Y 30Y
464
9.07
Source: CBA, as of 05.11.2021
Weighted average yield of Government Securities allocated on the Primary Market in January-
September, 2021 equals to 9.08%, and weighted average time to maturity is 3,380 days.
ON-THE-RUN GOVERNMENT SECURITIES: LATEST AUCTIONS
STRUCTURE OF DOMESTIC SECURITIES (SEPTEMBER 30, 2021)
(% of total)
by Type of Security
by Average Time to Maturity
Saving
Coupon
Bonds
0.5%
Auction Date
ISIN
Allocation
Weighted
Average
Yield
Coupon
Yield
Outstanding,
AMD
Maturity Date
Long-
Term
5 and
4-Oct-2021
AMGT5203A226
14-Sep-2021 AMGN36294244
10-Aug-2021 AMGN60294268
13-Jul-2021 AMGB1129A316
12-Oct-2021 AMGB3129A504
2,638,700,000 8.81%
20,400,000,000 9.35% 6.50%
20,892,000,000 9.60% 7.00%
48,160,950,000 9.91% 8.00%
12,247,051,000 10.33% 9.75%
2,638,700,000 3-Oct-2022
35,400,000,000 29-Apr-2024
35,892,000,000 29-Apr-2026
70,779,150,000 29-Oct-2031
112,653,843,000 29-Oct-2050
Coupon
Bonds
T-bills
4.2%
more
years
61.8%
66.5%
Medium-
Term
Coupon
Notes
28.9%
22
Source: Ministry of Finance
up to 1
year
11.1%
from 1 to
5 years
27.0%View entire presentation