21. Secondary Market Transactions in Government Securities (Face Value) - আৰবিআই - Reserve Bank of India
21. Secondary Market Transactions in Government Securities (Face Value)
(Amount in Rs. crore) |
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For the Week Ended Oct. 27, 2000 |
For the Week Ended Nov. 3, 2000 |
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Item |
Amount |
YTM (%PA) Indicative |
Amount |
YTM (%PA) Indicative** |
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Minimum |
Maximum |
Minimum |
Maximum |
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1 |
2 |
3 |
4 |
5 |
6 |
7 |
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I . |
Outright Transactions |
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1. |
Govt. of India Dated Securities |
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Maturing in the year |
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2000-01 |
31 |
10.1522 |
10.3945 |
0.2 |
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2001-02 |
96 |
10.3494 |
10.4519 |
271 |
10.2185 |
10.4240 |
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2002-03 $ |
260 |
10.3009 |
10.6159 |
434 |
10.3501 |
10.5124 |
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2003-04 |
552 |
10.5679 |
10.7256 |
872 |
10.4762 |
10.6885 |
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2004-05 |
30 |
10.7378 |
10.7522 |
105 |
10.6107 |
10.8230 |
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2005-06 |
105 |
10.7578 |
11.1601 |
137 |
10.7080 |
11.0151 |
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2006-09 |
2,612 |
10.9745 |
11.4883 |
2,939 |
10.8624 |
11.4461 |
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2009-10 |
35 |
11.4893 |
11.5244 |
41 |
11.4178 |
11.5665 |
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Beyond 2010 |
1,381 |
10.8569 |
11.7992 |
2,995 |
11.4455 |
11.7138 |
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2. |
State Government Securities |
67 |
11.6175 |
12.1492 |
124 |
11.8126 |
11.9219 |
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3. |
Treasury Bills (Residual Maturity in Days) |
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(a) Upto 14 Days |
87 |
4.9848 |
9.2719 |
209 |
5.9826 |
8.9765 |
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(b) 15 - 91 Days |
170 |
7.9784 |
10.1523 |
300 |
7.7571 |
9.7733 |
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(c) 92 - 182 Days |
55 |
9.8231 |
10.1221 |
109 |
9.6735 |
10.1721 |
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(d) 183 - 364 Days |
328 |
10.1721 |
10.4014 |
858 |
10.0723 |
10.3716 |
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II. |
RBI* : Sales |
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3 |
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: Purchases |
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III. |
Repo Transactions £ (Other than with RBI) |
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Amount |
Rates (%PA) |
Amount |
Rates (%PA) |
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Minimum |
Maximum |
Minimum |
Maximum |
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1. |
Govt. of India Dated Securities |
1,780 |
8.50 (1) |
10.50 |
(14) |
3,402 |
7.95 |
(1) |
11.00 |
(15) |
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2. |
14 Day Treasury Bills |
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3. |
91 Day Treasury Bills |
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4. |
182 Day Treasury Bills |
38 |
8.96 (2) |
9.35 |
(2) |
60 |
8.17 |
(1) |
8.30 |
(1) |
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5. |
364 Day Treasury Bills |
882 |
8.25 (1) |
9.35 |
(3) |
533 |
8.06 |
(1) |
8.60 |
(1) |
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IV. |
RBI : Repo £ ^ |
14,415 |
8.00 |
8.50 |
9,635 |
8.00 |
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: Reverse Repo ! |
118 |
8.00 |
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251 |
8.00 |
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: As reported in Subsidiary General Ledger Accounts at RBI, Mumbai which presently accounts for nearly 98 percent of the total transactions in the country. |
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$ |
: 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. |
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* |
: RBI's sales and purchases include transactions in other offices also. |
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£ |
: Represent the first leg of transactions. |
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^ |
: Data relate to Repo auctions under Liquidity Adjustment Facility effective from June 5, 2000. |
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! |
: Includes Reverse Repo auctions under Liquidity Adjustment Facility. |
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* |
: Minimum and maximum YTMs (% PA) indicative have been given excluding transactions of Non-standard lot size (Less than Rs. 5 crore) |
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Note : Figures in brackets indicate Repo Period. |
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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. |