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 Sep. 3, 2004 |
For the Week Ended Sep. 10, 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 |
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Maturing in the year |
|||||||||||
2004-05 |
10 |
4.4762 |
— |
— |
— |
— |
|||||
2005-06 |
1,697 |
5.0898 |
5.2103 |
1,234 |
5.0550 |
5.4416 |
|||||
2006-07 |
486 |
5.3496 |
5.6359 |
456 |
5.3111 |
5.5019 |
|||||
2007-08 |
107 |
5.7538 |
6.2810 |
37 |
5.6450 |
5.7035 |
|||||
2008-09 |
643 |
5.8065 |
6.2609 |
628 |
5.6855 |
6.9582 |
|||||
2009-10 |
1,425 |
5.8060 |
6.8049 |
2,882 |
5.7105 |
6.6472 |
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2010-13 |
4,277 |
6.0143 |
6.9331 |
6,448 |
5.7633 |
6.7928 |
|||||
2013-14 |
506 |
6.1719 |
6.7041 |
2,435 |
5.4672 |
6.7913 |
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Beyond 2014 |
13,505 |
4.9988 |
7.3168 |
10,459 |
5.1014 |
7.1540 |
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2. |
State Government Securities |
361 |
6.0021 |
7.1007 |
746 |
6.0000 |
7.2991 |
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3. |
Treasury Bills (Residual Maturity in Days) |
||||||||||
(a) Upto 14 Days |
477 |
4.2479 |
4.5996 |
130 |
4.3192 |
4.4511 |
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(b) 15 - 91 Days |
4,091 |
4.3102 |
4.7002 |
2,622 |
4.3530 |
4.6663 |
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(c) 92 - 182 Days |
167 |
4.6200 |
4.9201 |
3 |
— |
— |
|||||
(d) 183 - 364 Days |
1,651 |
4.6399 |
5.0448 |
606 |
4.7800 |
5.0001 |
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II. |
RBI* : Sales |
86 |
12 |
||||||||
:Purchase |
— |
— |
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III.Repo Transactions £ (Other than with RBI) |
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Amount |
Rates (%PA) |
Amount |
Rates (%PA) |
||||||||
Minimum |
Maximum |
Minimum |
Maximum |
||||||||
1. |
Govt. of India Dated Securities |
29,629 |
2.50 (1) |
4.75 |
(7) |
26,723 |
3.25 |
(1) |
4.50 |
(7) |
|
2. |
State Govt. Securities |
— |
— |
— |
20 |
4.10 |
(1) |
— |
|||
3. |
91 Day Treasury Bills |
4,570 |
3.00 (1) |
4.20 |
(4) |
4,317 |
3.90 |
(1) |
4.45 |
(6) |
|
4. |
364 Day Treasury Bills |
5,548 |
2.50 (1) |
4.20 |
(4) |
6,085 |
3.75 |
(1) |
4.40 |
(3) |
|
IV. RBI : Repo £^ |
1,72,695 |
4.50 |
— |
1,46,200 |
4.50 |
— |
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: Reverse Repo ! |
— |
— |
— |
— |
— |
— |
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@: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. |