Crossword Genius

I held capital (3,5)

Ross

I believe the answer is:

new delhi

I'm a little stuck... Click here to teach me more about this clue!

'capital' is the definition.
(capital of India)

'i held' is the wordplay.
I cannot really see how this works, but
'i' is found in the answer.
an anagram of 'held' is 'delh' which is located in the answer.
The remaining letters 'new' is a valid word which might be clued in a way I don't see.
This may be the basis of clue (or it may be nonsense).

Can you help me to learn more?

(Other definitions for new delhi that I've seen before include "Gambling establishments" , "foreign city" , "big city" , "somewhere in Asia" , "Lutyens' design" .)

I've seen this clue in The Hindu.
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