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23. Secondary Market Transactions in Government Securities (Face Value)
82021386

23. Secondary Market Transactions in Government Securities (Face Value)

(Amount in Rs. crore)

     

For the Week Ended Dec. 26,2003

For the Week Ended Jan. 2, 2004

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

                 
   

2003-04

345

4.2355

4.5109

165

4.3749

4.4890

   

2004-05

465

4.4816

4.5505

58

 

4.5039

 

4.5324

   

2005-06

47

4.4497

4.4529

14

4.5611

   

2006-07

111

4.5235

4.5509

61

4.5366

4.8322

   

2007-08

70

4.6349

4.7372

181

4.6379

4.7061

   

2008-09

581

4.7266

5.0484

817

4.7041

5.0224

   

2009-12

2,881

4.8169

5.3938

3,253

4.8012

5.3258

   

2012-13

1,953

5.0940

5.2064

2,183

4.9513

5.2200

   

Beyond 2013

14,553

5.1161

6.0951

16,925

5.0941

6.0440

2.

State Government Securities

187

5.4495

6.0020

388

5.3300

5.9544

3.

Treasury Bills (Residual Maturity in Days)

             
   

(a) Upto 14 Days

239

4.1382

4.1804

 

407

3.9987

4.6814

   

(b) 15 - 91 Days

703

4.1547

4.2502

1,043

4.1603

4.2993

   

(c) 92 - 182 Days

171

4.2000

4.5100

605

4.2000

4.3400

   

(d) 183 - 364 Days

563

4.2199

4.3450

1,136

4.2500

4.3300

II.

RBI* : Sales

     

157

       
   

: Purchase

     

       

III. Repo Transactions £ (Other than with RBI)

             
     

Amount

Rates (%PA)

Amount

Rates (%PA)

       

Minimum

Maximum

 

Minimum

Maximum

                       
 

1.

Govt. of India Dated Securities

16,539

2.50

(1)

4.50

(16)

29,941

2.25

(1)

4.55

(7)

 

2.

State Govt. Securities

259

3.60

(1)

4.10

(8)

317

3.80

(3)

4.10

(6)

 

3.

91 Day Treasury Bills

319

3.75

(1)

4.05

(5)

95

4.00

(2)

4.05

(3)

 

4.

364 Day Treasury Bills

876

3.75

(1)

4.30

(5)

1,051

3.80

(1)

4.30

(7)

IV. RBI : Repo £^

1,10,420

4.50

 

 

1,60,715

4.50

 

 
   

: Reverse Repo !

 

 

 

 
                         

@ : 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.
Above information can also be directly accessed on Internet at

http://www.wss.rbi.org.in

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.


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