FORM NL-29 -  Detail regarding debt securities

Insurer : General Insurance Corporation of India

Date: 30.09.2020

(Rs in Crores)

Detail Regarding debt securities

MARKET VALUE*

Book Value

As at 30.09.2020

as % of total for this class

As at 30.06.2020

as % of total for this class

As at 30.09.2020

as % of total for this class

As at 30.06.2020

as % of total for this class

Break down by credit rating

AAA rated

9641.61

76.21

9438.60

74.26

9264.04

74.93

9000.99

73.02

AA or better

1715.68

13.56

1838.44

14.46

1610.76

13.03

1725.65

14.00

Rated below AA but above A

188.75

1.49

204.89

1.61

184.98

1.50

199.98

1.62

Rated below A but above B

12.84

0.10

13.35

0.11

13.12

0.11

13.60

0.11

Any other

1093.01

8.64

1215.17

9.56

1289.95

10.43

1386.55

11.25

TOTAL

 12,651.89

100.00

 12,710.46

100.00

 12,362.85

100.00

 12,326.76

 100.00

BREAKDOWN BY RESIDUAL MATURITY

Up to 1 year

2670.40

5.92

2972.12

7.17

2,702.67

6.31

2,996.39

7.74

more than 1 year and upto 3 years

7894.14

17.51

8078.57

19.49

7,579.25

17.69

7,703.68

19.90

More than 3 years and up to 7 years

16256.02

36.05

14768.87

35.62

15,174.79

35.42

13,578.48

35.07

More than 7 years and up to 10 years

13881.52

30.78

13064.82

31.51

13,196.77

30.80

12,118.55

31.30

above 10 years

4390.90

9.74

2574.33

6.21

4,193.67

9.79

2,324.35

6.00

TOTAL

 45,092.98

100.00

 41,458.72

100.00

 42,847.15

100.00

 38,721.44

100.00

Breakdown by type of the issuer

a. Central Government

 17,042.58

37.79

 16,301.94

39.32

 15,728.05

36.71

 14,815.93

38.26

b. State Government***

 15,398.52

34.15

 12,446.32

30.02

 14,756.25

34.44

 11,578.75

29.90

c.Corporate Securities

 12,651.89

28.06

 12,710.46

30.66

 12,362.85

28.85

 12,326.76

31.83

TOTAL

 45,092.98

100.00

 41,458.72

100.00

 42,847.15

100.00

 38,721.44

100.00

Note

1. In case of a debt instrument which is rated by more than one agency, then the lowest rating will be taken for the purpose of classification.

2. Market value of the securities will be in accordance with the valuation method specified by the Authority under Accounting/ Investment Regulations.

*All Debentures Bonds and Securities are held to maturity .

***Also includes State Government Guaranteed Bonds.