23. Secondary Market Transactions in Government Securities (Face Value) - আরবিআই - 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. 28, 2001 |
For the Week Ended Oct. 5, 2001 |
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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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2001-02 |
- |
- |
- |
55 |
7.1249 |
7.7013 |
||
2002-03 $ |
621 |
7.2797 |
8.1654 |
297 |
7.0869 |
7.6042 |
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2003-04 |
1,303 |
7.3572 |
8.4392 |
486 |
7.1129 |
7.4213 |
||
2004-05 |
195 |
7.6450 |
8.4324 |
190 |
7.2931 |
7.5351 |
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2005-06 |
398 |
7.4958 |
8.3947 |
225 |
7.3083 |
7.5099 |
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2006-07 |
1,168 |
7.5820 |
8.6652 |
480 |
7.4069 |
7.6586 |
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2007-10 |
3,478 |
8.0742 |
9.9565 |
2,546 |
7.9857 |
9.6734 |
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2010-11 |
694 |
9.0820 |
10.0314 |
880 |
8.9249 |
9.6632 |
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Beyond 2011 |
11,725 |
9.1157 |
10.3058 |
11,811 |
8.7281 |
10.0446 |
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2. State Government Securities |
76 |
9.5399 |
9.8273 |
106 |
9.3334 |
9.5510 |
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3. Treasury Bills (Residual Maturity in Days) |
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(a) Upto 14 Days |
170 |
5.8149 |
7.2305 |
26 |
2.3422 |
7.2358 |
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(b) 15 - 91 Days |
791 |
6.7286 |
7.8623 |
422 |
6.5254 |
7.2801 |
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(c) 92 - 182 Days |
527 |
6.9305 |
7.8135 |
107 |
6.8314 |
7.0705 |
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(d) 183 - 364 Days |
884 |
7.1304 |
7.7288 |
338 |
6.8810 |
7.2800 |
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II. |
RBI* |
: Sales |
11 |
- |
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: Purchase |
2,547 |
116 |
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III. |
Repo Transactions £ (Other than with RBI) |
Amount |
Rates (%PA) |
Amount |
Rates (%PA) |
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Minimum |
Maximum |
Minimum |
Maximum |
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1. |
Govt. of India Dated Securities |
6,025 |
4.00 (1) |
9.60 |
(28) |
5,160 |
6.00 (1) |
8.10 |
(29) |
|
2. |
State Govt. Securities |
85 |
6.75 (5) |
6.75 |
(7) |
85 |
6.50 (2) |
6.60 |
(7) |
|
3. |
91 Day Treasury Bills |
122 |
6.60 (2) |
7.00 |
(2) |
- |
- |
- |
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4. |
182 Day Treasury Bills |
- |
- |
- |
- |
- |
- |
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5. |
364 Day Treasury Bills |
725 |
6.60 (1) |
7.00 |
(7) |
759 |
6.40 (1) |
7.00 |
(7) |
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IV. |
RBI |
: Repo £^ |
- |
- |
- |
18,770 |
6.50 |
- |
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: Reverse Repo ! |
990 |
7.00 |
8.50 |
- |
- |
- |
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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. |
$ : 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. |
^ : 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 |
Annual subscription for 2001 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 |