23. Secondary Market Transactions in Government Securities (Face Value) - ربی - Reserve Bank of India
23. Secondary Market Transactions in Government Securities (Face Value)
(Amount in Rs. crore) |
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For the Week Ended May 28, 2004 |
For the Week Ended Jun. 4, 2004 |
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Item |
Amount |
YTM (%PA) Indicative** |
Amount |
YTM (%PA) Indicative** |
|||||||
Minimum |
Maximum |
Minimum |
Maximum |
||||||||
1 |
2 |
3 |
4 |
5 |
6 |
7 |
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I. |
OutrightTransactions |
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1. |
Govt. of India Dated Securities |
||||||||||
Maturing in the year |
|||||||||||
2004-05 |
— |
— |
— |
— |
— |
— |
|||||
2005-06 |
1,070 |
4.4880 |
4.6086 |
1,726 |
4.5083 |
4.7700 |
|||||
2006-07 |
125 |
4.5683 |
4.8002 |
1,080 |
4.6181 |
4.7700 |
|||||
2007-08 |
145 |
4.6999 |
4.7495 |
134 |
4.8409 |
4.9648 |
|||||
2008-09 |
451 |
4.7728 |
5.0735 |
46 |
4.8704 |
4.8886 |
|||||
2009-10 |
765 |
4.8351 |
5.2074 |
910 |
4.9088 |
5.3132 |
|||||
2010-13 |
2,044 |
4.8987 |
5.2434 |
2,553 |
4.9722 |
5.8585 |
|||||
2013-14 |
740 |
5.1684 |
5.2520 |
580 |
5.2442 |
5.3413 |
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Beyond 2014 |
11,020 |
4.4946 |
6.0209 |
14,572 |
4.4968 |
6.2348 |
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2. |
State Government Securities |
786 |
4.9741 |
5.8717 |
413 |
5.1000 |
5.9763 |
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3. |
Treasury Bills (Residual Maturity in Days) |
||||||||||
(a) Upto 14 Days |
279 |
3.5043 |
4.5089 |
509 |
4.1511 |
4.5299 |
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(b) 15 - 91 Days |
3,149 |
4.2499 |
4.4202 |
2,938 |
4.1498 |
4.4498 |
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(c) 92 - 182 Days |
15 |
4.3699 |
— |
15 |
4.3850 |
4.4198 |
|||||
(d) 183 - 364 Days |
1,788 |
3.1700 |
4.4399 |
1,219 |
3.7600 |
4.5000 |
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II. |
RBI* : Sales |
87 |
60 |
||||||||
:Purchase |
— |
— |
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III.Repo Transactions £ (Other than with RBI) |
|||||||||||
Amount |
Rates (%PA) |
Amount |
Rates (%PA) |
||||||||
Minimum |
Maximum |
Minimum |
Maximum |
||||||||
1. |
Govt. of India Dated Securities |
22,699 |
2.75 (1) |
4.50 |
(7) |
26,941 |
1.75 |
(1) |
6.00 |
(7) |
|
2. |
State Govt. Securities |
389 |
3.55 (1) |
4.05 |
(5) |
286 |
3.50 |
(1) |
4.00 |
(7) |
|
3. |
91 Day Treasury Bills |
2,524 |
3.55 (1) |
4.50 |
(5) |
2,027 |
2.75 |
(1) |
5.75 |
(5) |
|
4. |
364 Day Treasury Bills |
1,932 |
3.65 (1) |
4.60 |
(4) |
1,925 |
3.25 |
(1) |
5.00 |
(5) |
|
IV. RBI : Repo £^ |
66,785 |
4.50 |
— |
67,445 |
4.50 |
— |
|||||
: Reverse Repo ! |
— |
— |
— |
800 |
6.00 |
— |
@:As reported in Subsidiary General Ledger Accounts at RBI, Mumbai which presently accounts for nearly 98 per cent of the total transactions in the country.
*:RBI's sales and purchases include transactions in other offices also.
£:Represent the first leg of transactions.
^:Data relate to Repo auctions under Liquidity Adjustment Facility effective from June 5, 2000.
! :Includes Reverse Repo auctions under Liquidity Adjustment Facility.
**:Minimum and maximum YTMs (% PA) indicative have been given excluding transactions of Non-standard lot size (Less than Rs.5 crore).
Note:Figures in brackets indicate Repo Period.