21. Secondary Market Transactions in Government Securities (Face Value) - ربی - Reserve Bank of India
21. Secondary Market Transactions in Government Securities (Face Value)
(Amount in Rs. crore) |
||||||||||||
|
||||||||||||
For the Week Ended January 28, 2000 |
For the Week Ended February 4, 2000 |
|||||||||||
|
||||||||||||
Item |
Amount |
YTM (%PA) Indicative |
Amount |
YTM (%PA) Indicative |
||||||||
|
||||||||||||
Minimum |
Maximum |
Minimum |
Maximum |
|||||||||
|
||||||||||||
1 |
2 |
3 |
4 |
5 |
6 |
7 |
||||||
|
||||||||||||
I. Outright Transactions |
||||||||||||
1. |
Govt. of India Dated Securities |
|||||||||||
Maturing in the year |
||||||||||||
1999-2000 |
109 |
9.5140 |
10.1200 |
|
|
|
||||||
2000-01 |
397 |
7.9679 |
10.2870 |
585 |
7.4618 |
9.9620 |
||||||
2001-02 |
484 |
10.0379 |
10.1487 |
1,182 |
9.6896 |
10.1554 |
||||||
2002-03 $ |
470 |
10.1466 |
10.2494 |
682 |
9.8970 |
10.2322 |
||||||
2003-04 |
452 |
10.2715 |
10.5204 |
1,052 |
9.9999 |
10.4188 |
||||||
2004-05 |
524 |
10.3714 |
10.4873 |
625 |
10.1171 |
10.4479 |
||||||
2005-08 |
858 |
10.4471 |
11.7593 |
1,595 |
10.2016 |
10.8626 |
||||||
2008-09 |
796 |
10.6514 |
10.8750 |
1,392 |
10.4849 |
10.7787 |
||||||
Beyond 2009 |
3,417 |
10.7996 |
11.7407 |
9,274 |
10.5827 |
11.3012 |
||||||
2. |
State Government Securities |
41 |
10.9599 |
12.7226 |
66 |
10.3732 |
11.8449 |
|||||
3. |
Treasury Bills (Residual Maturity in Days) |
|||||||||||
(a) Upto 14 Days |
269 |
4.9895 |
9.5065 |
203 |
7.4772 |
8.5722 |
||||||
(b) 15 - 91 Days |
236 |
7.7793 |
9.2710 |
581 |
7.9787 |
9.0253 |
||||||
(c) 92 - 182 Days |
47 |
8.9753 |
9.5738 |
58 |
9.1250 |
9.5237 |
||||||
(d) 183 - 364 Days |
383 |
8.9753 |
10.0225 |
370 |
9.2746 |
9.9327 |
||||||
II. |
RBI* : Sales |
|
|
|||||||||
: Purchases |
|
|
||||||||||
III. |
Repo Transactions £ (Other than with RBI) |
|||||||||||
Amount |
Rates (%PA) |
Amount |
Rates (%PA) |
|||||||||
Minimum |
Maximum |
Minimum |
Maximum |
|||||||||
1. |
Govt. of India Dated Securities |
2,070 |
7.45 |
(1) |
9.25 |
(38) |
1,875 |
7.80 |
(1) |
10.50 |
(90) |
|
2. |
14 Day Treasury Bills |
|
|
|
|
|
|
|||||
3. |
91 Day Treasury Bills |
|
|
|
|
|
|
|||||
4. |
182 Day Treasury Bills |
|
|
|
|
|
|
|||||
5. |
364 Day Treasury Bills |
130 |
8.00 |
(3) |
8.70 |
(14) |
143 |
8.25 |
(2) |
8.75 |
(14) |
|
IV. RBI : Repo £ |
|
|
|
|
||||||||
: Reverse Repo |
607 |
8.00 |
96 |
8.00 |
||||||||
|
||||||||||||
@ : As reported in Subsidiary General Ledger Accounts at RBI, Mumbai which presently accounts for nearly 98 percent of the total transactions in the country. |
||||||||||||
$ : While Face Value transacted for 6.00% Capital Indexed Bond 2002 has been included in the amount for the maturity year 2002-03, YTM |
||||||||||||
(% indicative) have not been included in minimum and maximum YTM. |
||||||||||||
* : RBI's sales and purchases include transactions in other offices also. |
||||||||||||
£ : Represent the first leg of transactions. |
||||||||||||
Note |
: Figures in brackets indicate Repo Period. |
|||||||||||
Due to rounding off of figures, the constituent items may not add up to the totals. |
||||||||||||
The symbols used in WSS are: .. = Not available. = Nil/Negligible. # = Provisional. |
||||||||||||
Annual subscription for 2000 Weekly Statistical Supplement is Rs. 400.00 (inclusive of postage) in India and US $80 abroad, inclusive of postage by air mail. Price per copy is Rs. 8.00. |