CPI-linked gilts

B.7  The DMO's consultation on the case for issuing gilts linked to the Consumer Prices Index (CPI) closed on 22 September 2011. Views were expressed both for and against CPI-linked gilt issuance. Many of the respondents highlighted some of the potential benefits of CPI-linked gilts but tempered this with uncertainty over the strength and sustainability of demand and/or an appraisal of key risks and other uncertainties. After careful consideration, the Government judges that issuance of CPI-linked gilts in the near-term would be unlikely to be cost-effective and would involve a number of risks, although it is possible that this could change over time. The Government therefore announces that it will not issue CPI-linked gilts in 2012-13 but will keep the case to issue CPI-linked gilts in the medium term under review. A formal response to the consultation has been published on the DMO's website alongside this document.

Table B1: Revised financing arithmetic for 2011-12

 

2011-12

£ billion

April 20111

Autumn Statement

Central government net cash requirement

120.4

135.0

Gilt redemptions

49.0

49.0

Financing for the Official Reserves

6.0

6.0

Buy-backs

0.0

0.0

Planned short-term financing adjustment2

-8.7

-8.6

Gross financing requirement

166.7

181.4

less:

 

 

National Savings and Investments

2.0

3.0

Net financing requirement

164.7

178.5

Financed by:

 

 

1.  Debt issuance by the Debt Management Office (DMO)

 

 

a)  Treasury bills

-2.8

-0.4

b)  Gilts

167.5

178.9

of which:
Conventional:

 

 

short

57.4

60.6

medium

34.7

39.8

long

37.4

39.5

Index-linked

38.0

39.0

2.  Other planned changes in net short-term debt3

 

 

Change in the Ways & Means Advance

0.0

0.0

3.  Changes in net short-term cash position4

0.0

0.0

Total financing

164.7

178.5

Short-term debt levels at end of financial year

 

 

Treasury bill stock5

60.8

63.2

Ways and Means Advance

0.4

0.4

DMO net cash position

0.5

0.5

Figures may not sum due to rounding.

1  Adjusted for restatement of the end 2010-11 Treasury bill stock (£63.6 billion not £64.1 billion).

2  To accommodate changes to the current year's financing requirement resulting from: (i) publication of the previous year's CGNCR outturn and subsequent revision from £139.6 billion to £139.7 billion; (ii) an increase in the DMO's cash position; and/or (iii) carry over of unanticipated changes to the cash position from the previous year.

3  Total planned changes to short-term debt are the sum of: (i) the planned short-term financing adjustment; (ii) net Treasury bill sales; and (iii) changes to the level of the Ways and Means Advance.

4  The DMO's net short-term cash position at the end of a financial year will also include any impact on financing arising from other activities carried out within government (e.g. issuance of tax instruments, transfers between central government and other sectors, and foreign exchange transactions). A negative (positive) number indicates an addition to (reduction in) the financing requirement for the following financial year.

5  The DMO has operational flexibility to vary the end-financial year stock subject to its operational requirements.